+868.3%
CAT vs CVNA
+2,618.9%
-1,750.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.7% |
| 7D | +2.9% | -1.0% | +3.9% | +3.0% |
| 30D | -2.6% | -1.0% | -1.6% | -2.7% |
| 3M | -10.7% | +5.5% | -16.1% | -11.3% |
| 6M | +16.1% | +11.8% | +4.3% | +14.6% |
| YTD | +43.2% | -13.0% | +56.3% | +43.5% |
| 1Y | +96.8% | -2.1% | +98.9% | +94.7% |
| 3Y | +201.4% | +681.6% | -480.3% | +151.9% |
| 5Y | +332.7% | +11.6% | +321.0% | +282.6% |
| All | +868.3% | +2,618.9% | -1,750.6% | +510.0% |
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 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