+975.9%
AMAT vs CVNA
+2,635.9%
-1,660.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.9% |
| 7D | +7.0% | -4.8% | +11.7% | +7.8% |
| 30D | -20.6% | +24.1% | -44.7% | -23.1% |
| 3M | -24.8% | +2.6% | -27.4% | -25.5% |
| 6M | -10.7% | -3.1% | -7.6% | -11.5% |
| YTD | +54.3% | -12.5% | +66.8% | +54.1% |
| 1Y | +73.7% | +13.0% | +60.7% | +67.3% |
| 3Y | +168.4% | +1,165.3% | -996.9% | +75.5% |
| 5Y | +167.6% | +29.0% | +138.5% | +101.4% |
| All | +975.9% | +2,635.9% | -1,660.1% | +379.2% |
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