+322.7%
QCOM vs CVNA
+2,618.9%
-2,296.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | +4.4% | -1.0% | +5.4% | +4.5% |
| 30D | +9.4% | -1.0% | +10.4% | +9.4% |
| 3M | -13.7% | +5.5% | -19.1% | -14.6% |
| 6M | +28.9% | +11.8% | +17.1% | +26.1% |
| YTD | +4.7% | -13.0% | +17.8% | +5.2% |
| 1Y | +13.5% | -2.1% | +15.6% | +11.7% |
| 3Y | +77.1% | +681.6% | -604.5% | +29.2% |
| 5Y | +38.9% | +11.6% | +27.3% | +7.5% |
| All | +322.7% | +2,618.9% | -2,296.2% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling