+6.6%
CVNA vs ABNB
+0.4%
+6.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.1% |
| 7D | -4.3% | -9.5% | +5.2% | +5.4% |
| 30D | -2.4% | -9.4% | +7.0% | +7.0% |
| 3M | +4.5% | +29.9% | -25.4% | -22.3% |
| 6M | +10.2% | +26.6% | -16.3% | -16.1% |
| YTD | -16.7% | +23.5% | -40.3% | -35.4% |
| 1Y | -3.8% | +35.8% | -39.6% | -32.7% |
| 3Y | +648.3% | +15.0% | +633.3% | +488.6% |
| 5Y | +6.6% | +1.5% | +5.1% | -10.9% |
| All | +6.6% | +0.4% | +6.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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