+3,206.8%
CVNA vs QSR
+84.5%
+3,122.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.4% |
| 7D | -1.0% | -2.4% | +1.3% | +0.9% |
| 30D | -1.0% | +5.7% | -6.7% | -5.6% |
| 3M | +5.5% | +6.9% | -1.5% | -0.8% |
| 6M | +11.8% | +6.9% | +4.9% | +4.5% |
| YTD | -13.0% | +14.9% | -27.9% | -24.0% |
| 1Y | -2.1% | +29.1% | -31.2% | -23.9% |
| 3Y | +681.6% | +26.1% | +655.5% | +489.0% |
| 5Y | +11.6% | +42.3% | -30.7% | -24.1% |
| All | +3,206.8% | +84.5% | +3,122.3% | +1,283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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