+69.1%
CSCO vs CVNA
-6.0%
+75.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.5% |
| 7D | +2.7% | -7.3% | +10.0% | +3.2% |
| 30D | -9.5% | -4.6% | -4.9% | -9.3% |
| 3M | -7.6% | +2.0% | -9.6% | -8.1% |
| 6M | +44.9% | +11.7% | +33.2% | +41.5% |
| YTD | +47.7% | -18.1% | +65.7% | +47.9% |
| 1Y | +69.1% | -2.4% | +71.5% | +66.5% |
| All | +69.1% | -6.0% | +75.0% | +66.5% |
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