+580.6%
CVNA vs COF
+116.3%
+464.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | -7.3% | -5.1% | -2.1% | -3.1% |
| 30D | -4.6% | -6.0% | +1.4% | +0.3% |
| 3M | +2.0% | +14.8% | -12.9% | -9.6% |
| 6M | +11.7% | +15.3% | -3.6% | -1.2% |
| YTD | -18.1% | -13.0% | -5.0% | -9.5% |
| 1Y | -2.4% | -5.7% | +3.3% | 0.0% |
| 3Y | +580.6% | +118.1% | +462.4% | +230.9% |
| All | +580.6% | +116.3% | +464.3% | +230.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling