+289.5%
CSCO vs CVNA
+2,635.9%
-2,346.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | -2.8% | -4.8% | +2.0% | -2.4% |
| 30D | -12.6% | +24.1% | -36.8% | -14.1% |
| 3M | -16.0% | +2.6% | -18.6% | -16.4% |
| 6M | +2.8% | -3.1% | +5.9% | +2.4% |
| YTD | +33.2% | -12.5% | +45.7% | +33.1% |
| 1Y | +43.1% | +13.0% | +30.1% | +40.3% |
| 3Y | +106.7% | +1,165.3% | -1,058.6% | +66.4% |
| 5Y | +103.6% | +29.0% | +74.6% | +77.9% |
| All | +289.5% | +2,635.9% | -2,346.4% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling