+212.1%
C vs CVNA
+2,618.9%
-2,406.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +0.9% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | +1.9% | -1.0% | +2.9% | +1.8% |
| 3M | +2.8% | +5.5% | -2.7% | +1.7% |
| 6M | +30.6% | +11.8% | +18.7% | +28.1% |
| YTD | +19.9% | -13.0% | +32.9% | +20.2% |
| 1Y | +44.6% | -2.1% | +46.7% | +42.6% |
| 3Y | +272.1% | +681.6% | -409.5% | +192.8% |
| 5Y | +132.0% | +11.6% | +120.3% | +97.4% |
| All | +212.1% | +2,618.9% | -2,406.8% | +71.4% |
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 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