+3,015.3%
CVNA vs QXO
-36.4%
+3,051.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -7.3% | -7.8% | +0.5% | -6.7% |
| 30D | -4.6% | -18.1% | +13.5% | -3.2% |
| 3M | +2.0% | -25.8% | +27.7% | +4.0% |
| 6M | +11.7% | -41.7% | +53.4% | +15.7% |
| YTD | -18.1% | -36.2% | +18.1% | -15.9% |
| 1Y | -2.4% | -42.1% | +39.7% | +0.9% |
| 3Y | +580.6% | -46.2% | +626.7% | +476.3% |
| 5Y | +4.9% | -70.7% | +75.6% | -11.2% |
| All | +3,015.3% | -36.4% | +3,051.7% | +1,894.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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