+154.1%
AMAT vs CVNA
+19.6%
+134.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.1% |
| 7D | +19.3% | -1.7% | +21.0% | +19.6% |
| 30D | -17.9% | +17.3% | -35.2% | -19.5% |
| 3M | -30.4% | -2.3% | -28.2% | -30.6% |
| 6M | -11.4% | -3.9% | -7.5% | -12.0% |
| YTD | +48.8% | -16.1% | +64.8% | +49.3% |
| 1Y | +66.0% | +7.9% | +58.1% | +62.0% |
| 3Y | +158.8% | +1,113.4% | -954.6% | +90.7% |
| All | +154.1% | +19.6% | +134.5% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling