+103.6%
CSCO vs CVNA
+29.0%
+74.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | -2.8% | -4.8% | +2.0% | -2.5% |
| 30D | -12.6% | +24.1% | -36.8% | -13.7% |
| 3M | -16.0% | +2.6% | -18.6% | -16.3% |
| 6M | +2.8% | -3.1% | +5.9% | +2.5% |
| YTD | +33.2% | -12.5% | +45.7% | +33.1% |
| 1Y | +43.1% | +13.0% | +30.1% | +41.1% |
| 3Y | +106.7% | +1,165.3% | -1,058.6% | +80.1% |
| 5Y | +103.6% | +29.0% | +74.6% | +95.5% |
| All | +103.6% | +29.0% | +74.6% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling