+171.1%
C vs CVNA
+2,624.8%
-2,453.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -2.4% | +7.7% | -10.1% | -3.1% |
| 30D | -6.0% | +17.2% | -23.2% | -7.6% |
| 3M | -10.5% | +7.7% | -18.2% | -11.6% |
| 6M | -5.7% | -5.5% | -0.2% | -6.0% |
| YTD | +4.1% | -12.8% | +17.0% | +4.2% |
| 1Y | +20.5% | +26.8% | -6.3% | +16.1% |
| 3Y | +208.1% | +1,007.0% | -798.9% | +135.6% |
| 5Y | +110.4% | +23.5% | +86.9% | +76.2% |
| All | +171.1% | +2,624.8% | -2,453.7% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling