+3.3%
CAT vs CVNA
+18.7%
-15.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.9% | -2.1% |
| 7D | -6.3% | +2.4% | -8.8% | -6.4% |
| 30D | -26.8% | +14.6% | -41.4% | -27.3% |
| 3M | -30.0% | -1.5% | -28.5% | -29.5% |
| 6M | -34.6% | -6.3% | -28.3% | -33.9% |
| YTD | +2.9% | -13.5% | +16.4% | +1.9% |
| 1Y | +3.3% | +13.3% | -10.0% | -0.6% |
| All | +3.3% | +18.7% | -15.5% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling