+91.3%
QQQ vs CVNA
+642.4%
-551.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.5% |
| 7D | -1.3% | -4.3% | +3.0% | -0.7% |
| 30D | -1.4% | -2.4% | +1.0% | -1.2% |
| 3M | +2.3% | +4.5% | -2.2% | +1.2% |
| 6M | +16.9% | +10.2% | +6.6% | +14.4% |
| YTD | +15.6% | -16.7% | +32.4% | +16.5% |
| 1Y | +22.6% | -3.8% | +26.4% | +20.5% |
| All | +91.3% | +642.4% | -551.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling