+466.2%
ABBV vs CVNA
+2,503.0%
-2,036.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.7% |
| 7D | -2.0% | -4.3% | +2.3% | -1.9% |
| 30D | +2.0% | -2.4% | +4.4% | +2.0% |
| 3M | +14.2% | +4.5% | +9.7% | +13.9% |
| 6M | +14.1% | +10.2% | +3.8% | +13.5% |
| YTD | +14.2% | -16.7% | +31.0% | +14.4% |
| 1Y | +24.2% | -3.8% | +28.0% | +23.7% |
| 3Y | +89.8% | +648.3% | -558.5% | +76.3% |
| 5Y | +187.2% | +6.6% | +180.6% | +186.6% |
| All | +466.2% | +2,503.0% | -2,036.7% | +327.6% |
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