+63.9%
CSCO vs CVNA
+2.4%
+61.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | -10.1% | +7.4% | -17.5% | -10.7% |
| 3M | -15.7% | +12.7% | -28.4% | -16.8% |
| 6M | +36.3% | +17.9% | +18.3% | +32.6% |
| YTD | +43.8% | -11.6% | +55.5% | +43.2% |
| 1Y | +63.9% | +0.8% | +63.2% | +60.2% |
| All | +63.9% | +2.4% | +61.6% | +60.2% |
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 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