+3,265.8%
CVNA vs CMCSA
-8.9%
+3,274.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +5.5% | +3.8% | +1.6% | +1.9% |
| 3M | +7.6% | +12.3% | -4.7% | -3.5% |
| 6M | +17.6% | -15.4% | +33.0% | +30.5% |
| YTD | -11.5% | -2.5% | -9.0% | -14.1% |
| 1Y | +0.4% | -13.4% | +13.7% | +7.5% |
| 3Y | +695.6% | -30.4% | +725.9% | +909.8% |
| 5Y | +13.6% | -45.0% | +58.6% | +74.5% |
| All | +3,265.8% | -8.9% | +3,274.6% | +3,211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling