+620.4%
CAT vs CVNA
+2,523.7%
-1,903.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.9% |
| 7D | +9.3% | -1.7% | +11.0% | +9.5% |
| 30D | -21.5% | +17.3% | -38.8% | -22.6% |
| 3M | -29.1% | -2.3% | -26.8% | -29.3% |
| 6M | -33.4% | -3.9% | -29.5% | -33.7% |
| YTD | +6.6% | -16.1% | +22.6% | +6.7% |
| 1Y | +6.5% | +7.9% | -1.4% | +4.6% |
| 3Y | +162.7% | +1,113.4% | -950.8% | +113.8% |
| 5Y | +214.2% | +20.3% | +193.9% | +174.8% |
| All | +620.4% | +2,523.7% | -1,903.3% | +353.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling