+269.7%
CSCO vs CVNA
+2,580.4%
-2,310.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.4% | -6.4% |
| 7D | +1.9% | -1.6% | +3.5% | +2.0% |
| 30D | -15.8% | +24.9% | -40.7% | -17.3% |
| 3M | -15.4% | -1.8% | -13.6% | -15.6% |
| 6M | -5.4% | +3.5% | -8.9% | -6.2% |
| YTD | +26.5% | -14.3% | +40.7% | +26.4% |
| 1Y | +25.9% | +13.6% | +12.3% | +23.3% |
| 3Y | +97.5% | +1,163.4% | -1,065.9% | +59.0% |
| 5Y | +93.0% | +22.9% | +70.1% | +69.4% |
| All | +269.7% | +2,580.4% | -2,310.7% | +118.1% |
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 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