+211.9%
C vs CVNA
+2,662.6%
-2,450.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | +0.1% | +7.4% | -7.3% | -0.8% |
| 3M | +2.4% | +12.7% | -10.3% | +0.7% |
| 6M | +24.9% | +17.9% | +7.0% | +21.9% |
| YTD | +19.8% | -11.6% | +31.4% | +20.0% |
| 1Y | +44.9% | +0.8% | +44.1% | +42.5% |
| 3Y | +263.0% | +633.4% | -370.5% | +187.1% |
| 5Y | +129.5% | +13.5% | +116.1% | +95.0% |
| All | +211.9% | +2,662.6% | -2,450.7% | +71.0% |
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 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