+203.0%
AMAT vs CVNA
+648.3%
-445.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.1% |
| 7D | -1.5% | +0.7% | -2.3% | -1.6% |
| 30D | -14.8% | +7.4% | -22.2% | -16.0% |
| 3M | -9.3% | +12.7% | -22.0% | -11.8% |
| 6M | +27.4% | +17.9% | +9.5% | +22.2% |
| YTD | +77.6% | -11.6% | +89.2% | +77.5% |
| 1Y | +188.9% | +0.8% | +188.2% | +180.9% |
| All | +203.0% | +648.3% | -445.3% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling