+304.3%
QCOM vs CVNA
+2,662.6%
-2,358.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +7.7% | +7.4% | +0.3% | +6.6% |
| 3M | -30.1% | +12.7% | -42.7% | -31.4% |
| 6M | +22.8% | +17.9% | +4.9% | +19.4% |
| YTD | +0.2% | -11.6% | +11.8% | +0.4% |
| 1Y | +7.9% | +0.8% | +7.1% | +5.7% |
| 3Y | +55.8% | +633.4% | -577.6% | +14.5% |
| 5Y | +30.1% | +13.5% | +16.6% | +0.5% |
| All | +304.3% | +2,662.6% | -2,358.3% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling