+92.4%
ADBE vs CVNA
+2,667.4%
-2,575.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | -10.1% | +3.5% | -13.6% | -10.5% |
| 30D | -3.0% | +5.5% | -8.5% | -3.8% |
| 3M | +5.0% | +7.6% | -2.6% | +3.7% |
| 6M | -9.3% | +17.6% | -26.9% | -11.8% |
| YTD | -26.5% | -11.5% | -15.0% | -26.4% |
| 1Y | -28.3% | +0.4% | -28.6% | -29.8% |
| 3Y | -54.1% | +695.6% | -749.7% | -67.4% |
| 5Y | -61.2% | +13.6% | -74.8% | -70.1% |
| All | +92.4% | +2,667.4% | -2,575.0% | +0.4% |
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