+267.2%
ALAB vs CVNA
+341.6%
-74.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | +0.1% |
| 7D | +26.9% | -1.7% | +28.6% | +27.9% |
| 30D | -30.0% | +17.3% | -47.3% | -34.2% |
| 3M | -28.5% | -2.3% | -26.3% | -28.8% |
| 6M | +11.4% | -3.9% | +15.3% | +9.1% |
| YTD | +36.9% | -16.1% | +53.0% | +39.6% |
| 1Y | +44.4% | +7.9% | +36.4% | +33.3% |
| All | +267.2% | +341.6% | -74.4% | +89.3% |
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