+105.9%
C vs CVNA
+25.1%
+80.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -2.4% | +7.7% | -10.1% | -3.0% |
| 30D | -6.0% | +17.2% | -23.2% | -7.3% |
| 3M | -10.5% | +7.7% | -18.2% | -11.4% |
| 6M | -5.7% | -5.5% | -0.2% | -6.0% |
| YTD | +4.1% | -12.8% | +17.0% | +4.1% |
| 1Y | +20.5% | +26.8% | -6.3% | +17.1% |
| 3Y | +208.1% | +1,007.0% | -798.9% | +157.4% |
| All | +105.9% | +25.1% | +80.9% | +74.3% |
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