+380.0%
CRWD vs CVNA
+630.6%
-250.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -3.0% | -7.3% | +4.3% | -1.5% |
| 30D | -6.8% | -4.6% | -2.2% | -6.3% |
| 3M | +19.6% | +2.0% | +17.6% | +18.0% |
| 6M | +87.1% | +11.7% | +75.3% | +79.5% |
| YTD | +76.4% | -18.1% | +94.5% | +79.3% |
| 1Y | +90.8% | -2.4% | +93.2% | +85.1% |
| 3Y | +380.0% | +580.6% | -200.6% | +245.2% |
| All | +380.0% | +630.6% | -250.6% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling