+901.9%
AAPL vs CVNA
+2,461.5%
-1,559.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +3.8% | -7.3% | +11.1% | +4.6% |
| 30D | +9.9% | -4.6% | +14.5% | +10.3% |
| 3M | +12.5% | +2.0% | +10.5% | +11.7% |
| 6M | +27.6% | +11.7% | +15.9% | +25.0% |
| YTD | +22.6% | -18.1% | +40.6% | +23.5% |
| 1Y | +45.0% | -2.4% | +47.4% | +42.5% |
| 3Y | +87.8% | +580.6% | -492.8% | +43.4% |
| 5Y | +128.7% | +4.9% | +123.8% | +86.0% |
| All | +901.9% | +2,461.5% | -1,559.5% | +430.8% |
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