+86.1%
ADBE vs CVNA
+2,503.0%
-2,416.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.8% |
| 7D | -12.9% | -4.3% | -8.6% | -12.5% |
| 30D | -5.6% | -2.4% | -3.3% | -5.5% |
| 3M | +6.6% | +4.5% | +2.1% | +5.6% |
| 6M | -9.6% | +10.2% | -19.8% | -11.3% |
| YTD | -28.9% | -16.7% | -12.2% | -28.3% |
| 1Y | -28.9% | -3.8% | -25.2% | -30.1% |
| 3Y | -55.6% | +648.3% | -703.9% | -68.2% |
| 5Y | -62.2% | +6.6% | -68.8% | -70.7% |
| All | +86.1% | +2,503.0% | -2,416.9% | -2.2% |
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