+6.6%
CVNA vs CMCSA
-46.8%
+53.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.6% | -6.2% |
| 7D | -4.3% | -5.6% | +1.3% | 0.0% |
| 30D | -2.4% | -1.9% | -0.5% | -1.4% |
| 3M | +4.5% | +6.4% | -1.9% | -2.4% |
| 6M | +10.2% | -16.9% | +27.2% | +24.3% |
| YTD | -16.7% | -6.8% | -9.9% | -17.1% |
| 1Y | -3.8% | -15.9% | +12.1% | +5.6% |
| 3Y | +648.3% | -33.4% | +681.7% | +911.7% |
| 5Y | +6.6% | -46.7% | +53.3% | +36.9% |
| All | +6.6% | -46.8% | +53.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling