+13.6%
QCOM vs CVNA
-6.7%
+20.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.0% |
| 7D | +4.9% | -4.3% | +9.2% | +5.7% |
| 30D | +9.3% | -2.4% | +11.7% | +9.5% |
| 3M | -7.0% | +4.5% | -11.5% | -8.4% |
| 6M | +32.0% | +10.2% | +21.8% | +28.6% |
| YTD | +5.0% | -16.7% | +21.8% | +5.3% |
| 1Y | +13.6% | -3.8% | +17.4% | +10.2% |
| All | +13.6% | -6.7% | +20.3% | +10.2% |
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