+25.7%
C vs CVNA
+11.0%
+14.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +4.2% | -1.6% | +5.8% | +4.4% |
| 30D | +2.0% | +24.9% | -22.9% | -1.3% |
| 3M | -10.1% | -1.8% | -8.3% | -10.2% |
| 6M | +1.0% | +3.5% | -2.5% | -0.8% |
| YTD | +8.5% | -14.3% | +22.7% | +8.2% |
| 1Y | +25.7% | +13.6% | +12.1% | +20.1% |
| All | +25.7% | +11.0% | +14.8% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling