+152.0%
QQQM vs CVNA
+64.3%
+87.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -0.6% | -7.3% | +6.7% | +0.1% |
| 30D | -1.2% | -4.6% | +3.4% | -0.9% |
| 3M | -0.1% | +2.0% | -2.1% | -0.7% |
| 6M | +18.0% | +11.7% | +6.2% | +15.9% |
| YTD | +16.7% | -18.1% | +34.8% | +17.6% |
| 1Y | +23.0% | -2.4% | +25.4% | +21.4% |
| 3Y | +93.3% | +580.6% | -487.2% | +54.3% |
| 5Y | +96.3% | +4.9% | +91.4% | +87.6% |
| All | +152.0% | +64.3% | +87.8% | +120.1% |
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