+3,265.8%
CVNA vs AKAM
+76.6%
+3,189.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.9% |
| 30D | +5.5% | -4.5% | +9.9% | +7.6% |
| 3M | +7.6% | -25.6% | +33.1% | +23.6% |
| 6M | +17.6% | +5.7% | +11.9% | -0.5% |
| YTD | -11.5% | +21.0% | -32.5% | -34.7% |
| 1Y | +0.4% | +33.9% | -33.5% | -32.0% |
| 3Y | +695.6% | +0.9% | +694.7% | +533.1% |
| 5Y | +13.6% | -6.9% | +20.5% | -1.9% |
| All | +3,265.8% | +76.6% | +3,189.1% | +2,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling