+6.6%
CVNA vs QS
-75.8%
+82.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | -4.3% | -5.0% | +0.7% | -2.3% |
| 30D | -2.4% | -18.3% | +15.9% | +5.9% |
| 3M | +4.5% | -26.0% | +30.5% | +16.0% |
| 6M | +10.2% | -24.0% | +34.3% | +17.9% |
| YTD | -16.7% | -50.3% | +33.6% | +5.2% |
| 1Y | -3.8% | -38.0% | +34.2% | +0.2% |
| 3Y | +648.3% | -24.6% | +672.9% | +335.7% |
| 5Y | +6.6% | -75.4% | +82.0% | +8.4% |
| All | +6.6% | -75.8% | +82.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling