+91.6%
CVNA vs QS
-43.2%
+134.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | +3.5% | +2.2% | +1.3% | +3.0% |
| 30D | +5.5% | -8.1% | +13.5% | +7.6% |
| 3M | +7.6% | -27.0% | +34.6% | +15.1% |
| 6M | +17.6% | -16.4% | +34.0% | +20.2% |
| YTD | -11.5% | -46.4% | +34.9% | +0.3% |
| 1Y | +0.4% | -41.1% | +41.5% | +6.6% |
| 3Y | +695.6% | -18.6% | +714.2% | +557.4% |
| 5Y | +13.6% | -73.0% | +86.6% | +13.7% |
| All | +91.6% | -43.2% | +134.8% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling