+250.7%
TQQQ vs CVNA
+630.6%
-379.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | -1.9% | -7.3% | +5.4% | +0.8% |
| 30D | -4.9% | -4.6% | -0.3% | -3.7% |
| 3M | -6.4% | +2.0% | -8.4% | -8.3% |
| 6M | +44.4% | +11.7% | +32.7% | +36.1% |
| YTD | +35.2% | -18.1% | +53.2% | +40.7% |
| 1Y | +49.5% | -2.4% | +51.9% | +44.3% |
| 3Y | +250.7% | +580.6% | -329.9% | +100.5% |
| All | +250.7% | +630.6% | -379.9% | +100.5% |
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