+1,732.2%
TQQQ vs CVNA
+2,503.0%
-770.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.9% |
| 7D | -3.9% | -4.3% | +0.4% | -2.6% |
| 30D | -5.3% | -2.4% | -2.9% | -4.9% |
| 3M | +0.1% | +4.5% | -4.4% | -2.2% |
| 6M | +40.7% | +10.2% | +30.4% | +34.6% |
| YTD | +31.8% | -16.7% | +48.5% | +36.4% |
| 1Y | +48.2% | -3.8% | +52.0% | +45.3% |
| 3Y | +253.6% | +648.3% | -394.7% | +67.5% |
| 5Y | +99.6% | +6.6% | +93.0% | +23.6% |
| All | +1,732.2% | +2,503.0% | -770.7% | +319.5% |
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 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