+3,015.3%
CVNA vs AKAM
+78.6%
+2,936.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -7.3% | +1.5% | -8.8% | -8.1% |
| 30D | -4.6% | -13.0% | +8.4% | +2.4% |
| 3M | +2.0% | -19.4% | +21.4% | +12.0% |
| 6M | +11.7% | +0.3% | +11.4% | -1.9% |
| YTD | -18.1% | +22.4% | -40.5% | -40.0% |
| 1Y | -2.4% | +34.8% | -37.2% | -34.0% |
| 3Y | +580.6% | +1.9% | +578.6% | +438.1% |
| 5Y | +4.9% | -4.6% | +9.5% | -10.7% |
| All | +3,015.3% | +78.6% | +2,936.7% | +1,912.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling