+469.5%
ABBV vs CVNA
+2,662.6%
-2,193.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +0.4% | +0.7% | -0.4% | +0.4% |
| 30D | +4.2% | +7.4% | -3.2% | +4.0% |
| 3M | +14.8% | +12.7% | +2.1% | +14.4% |
| 6M | +10.3% | +17.9% | -7.7% | +9.6% |
| YTD | +14.9% | -11.6% | +26.5% | +14.9% |
| 1Y | +24.1% | +0.8% | +23.4% | +23.5% |
| 3Y | +91.9% | +633.4% | -541.5% | +78.4% |
| 5Y | +176.0% | +13.5% | +162.6% | +175.0% |
| All | +469.5% | +2,662.6% | -2,193.1% | +329.4% |
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