+51.6%
COHR vs CVNA
+20.1%
+31.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.8% | -14.8% | -7.1% |
| 7D | -18.6% | +31.3% | -49.9% | -21.9% |
| 30D | -41.5% | +21.7% | -63.2% | -43.2% |
| 3M | -39.7% | +14.0% | -53.7% | -41.3% |
| 6M | -40.9% | +3.0% | -43.8% | -42.0% |
| YTD | +5.7% | -8.1% | +13.8% | +3.7% |
| 1Y | +51.6% | +25.2% | +26.4% | +44.0% |
| All | +51.6% | +20.1% | +31.5% | +44.0% |
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 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