-89.3%
SQQQ vs CVNA
+630.6%
-719.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -3.2% |
| 7D | +1.8% | -7.3% | +9.1% | -0.9% |
| 30D | +4.2% | -4.6% | +8.7% | +2.9% |
| 3M | -3.3% | +2.0% | -5.3% | -0.1% |
| 6M | -43.6% | +11.7% | -55.4% | -38.3% |
| YTD | -41.9% | -18.1% | -23.8% | -42.0% |
| 1Y | -50.6% | -2.4% | -48.3% | -45.5% |
| 3Y | -89.3% | +580.6% | -669.9% | -76.1% |
| All | -89.3% | +630.6% | -719.9% | -76.1% |
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 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