+25.2%
CVNA vs COF
-4.4%
+29.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +10.0% | +9.7% |
| 7D | +31.3% | +0.7% | +30.6% | +30.8% |
| 30D | +21.7% | +5.7% | +16.0% | +16.9% |
| 3M | +14.0% | -6.7% | +20.7% | +19.6% |
| 6M | +3.0% | +9.5% | -6.5% | -3.4% |
| YTD | -8.1% | -13.9% | +5.8% | -6.3% |
| 1Y | +25.2% | -5.1% | +30.2% | +17.8% |
| All | +25.2% | -4.4% | +29.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling