+313.7%
CSCO vs CVNA
+2,503.0%
-2,189.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.4% | -1.5% |
| 7D | -1.1% | -4.3% | +3.2% | -0.8% |
| 30D | -10.8% | -2.4% | -8.4% | -10.7% |
| 3M | -9.2% | +4.5% | -13.7% | -9.8% |
| 6M | +39.5% | +10.2% | +29.3% | +37.8% |
| YTD | +41.5% | -16.7% | +58.2% | +42.1% |
| 1Y | +61.0% | -3.8% | +64.7% | +59.4% |
| 3Y | +105.2% | +648.3% | -543.1% | +70.8% |
| 5Y | +113.4% | +6.6% | +106.9% | +90.4% |
| All | +313.7% | +2,503.0% | -2,189.3% | +145.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling