+498.4%
COST vs CVNA
+2,618.9%
-2,120.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.7% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | -5.3% | -1.0% | -4.3% | -5.3% |
| 3M | -6.7% | +5.5% | -12.1% | -7.2% |
| 6M | -9.9% | +11.8% | -21.8% | -11.0% |
| YTD | +5.1% | -13.0% | +18.2% | +5.2% |
| 1Y | -7.3% | -2.1% | -5.2% | -8.2% |
| 3Y | +70.4% | +681.6% | -611.2% | +46.3% |
| 5Y | +104.4% | +11.6% | +92.8% | +78.8% |
| All | +498.4% | +2,618.9% | -2,120.5% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling