+499.9%
COST vs CVNA
+2,461.5%
-1,961.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -1.2% | -7.3% | +6.1% | -0.8% |
| 30D | -4.7% | -4.6% | -0.1% | -4.6% |
| 3M | -7.1% | +2.0% | -9.1% | -7.5% |
| 6M | -8.5% | +11.7% | -20.3% | -9.6% |
| YTD | +5.4% | -18.1% | +23.4% | +5.7% |
| 1Y | -5.6% | -2.4% | -3.2% | -6.6% |
| 3Y | +68.5% | +580.6% | -512.1% | +45.7% |
| 5Y | +105.2% | +4.9% | +100.4% | +80.1% |
| All | +499.9% | +2,461.5% | -1,961.6% | +343.5% |
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