+108.4%
CSCO vs CVNA
+675.5%
-567.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.5% |
| 6M | +44.9% | +11.8% | +33.1% | +42.5% |
| YTD | +44.1% | -13.0% | +57.2% | +44.2% |
| 1Y | +65.9% | -2.1% | +68.0% | +63.6% |
| All | +108.4% | +675.5% | -567.1% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling