+131.6%
C vs CVNA
+13.0%
+118.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +3.2% | +3.5% | -0.4% | +2.9% |
| 30D | +1.3% | +5.5% | -4.2% | +0.7% |
| 3M | +3.1% | +7.6% | -4.5% | +2.1% |
| 6M | +29.6% | +17.6% | +12.0% | +27.2% |
| YTD | +19.0% | -11.5% | +30.4% | +19.1% |
| 1Y | +45.6% | +0.4% | +45.3% | +43.9% |
| 3Y | +269.3% | +695.6% | -426.3% | +213.7% |
| 5Y | +131.6% | +13.6% | +118.0% | +95.4% |
| All | +131.6% | +13.0% | +118.5% | +95.4% |
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 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