+321.4%
CSCO vs CVNA
+2,618.9%
-2,297.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | -10.7% | -1.0% | -9.7% | -10.8% |
| 3M | -8.7% | +5.5% | -14.2% | -9.4% |
| 6M | +44.9% | +11.8% | +33.1% | +42.9% |
| YTD | +44.1% | -13.0% | +57.2% | +44.3% |
| 1Y | +65.9% | -2.1% | +68.0% | +64.1% |
| 3Y | +109.0% | +681.6% | -572.6% | +73.4% |
| 5Y | +114.8% | +11.6% | +103.1% | +90.9% |
| All | +321.4% | +2,618.9% | -2,297.5% | +148.8% |
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