+44.6%
C vs CVNA
-1.7%
+46.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.0% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | +1.9% | -1.0% | +2.9% | +2.0% |
| 3M | +2.8% | +5.5% | -2.7% | +1.4% |
| 6M | +30.6% | +11.8% | +18.7% | +26.3% |
| YTD | +19.9% | -13.0% | +32.9% | +19.5% |
| 1Y | +44.6% | -2.1% | +46.7% | +40.0% |
| All | +44.6% | -1.7% | +46.2% | +40.0% |
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