+3,015.3%
CVNA vs CMCSA
-12.8%
+3,028.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -7.3% | -4.9% | -2.4% | -3.8% |
| 30D | -4.6% | -1.1% | -3.5% | -4.3% |
| 3M | +2.0% | +6.6% | -4.6% | -4.8% |
| 6M | +11.7% | -15.5% | +27.2% | +23.4% |
| YTD | -18.1% | -6.7% | -11.4% | -17.9% |
| 1Y | -2.4% | -15.6% | +13.2% | +6.2% |
| 3Y | +580.6% | -33.7% | +614.3% | +796.3% |
| 5Y | +4.9% | -46.6% | +51.5% | +64.6% |
| All | +3,015.3% | -12.8% | +3,028.1% | +3,065.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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