+2.3%
QCOM vs CVNA
+20.1%
-17.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.8% | -3.5% | +3.7% |
| 7D | -5.3% | +31.3% | -36.7% | -10.1% |
| 30D | -4.2% | +21.7% | -25.9% | -7.8% |
| 3M | +7.0% | +14.0% | -7.0% | +3.7% |
| 6M | +3.8% | +3.0% | +0.8% | +1.3% |
| YTD | +2.8% | -8.1% | +10.9% | +0.1% |
| 1Y | +2.3% | +25.2% | -22.9% | -7.7% |
| All | +2.3% | +20.1% | -17.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 1y: compounded portfolio wealth divided by compounded CVNA 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…
1y analysis · Full analysis span regression · 6 months rolling