+6.1%
CVNA vs COF
+44.8%
-38.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.2% |
| 7D | -7.3% | -5.1% | -2.1% | -2.2% |
| 30D | -4.6% | -6.0% | +1.4% | +1.3% |
| 3M | +2.0% | +14.8% | -12.9% | -12.0% |
| 6M | +11.7% | +15.3% | -3.6% | -4.1% |
| YTD | -18.1% | -13.0% | -5.0% | -7.9% |
| 1Y | -2.4% | -5.7% | +3.3% | +0.1% |
| 3Y | +580.6% | +118.1% | +462.4% | +156.8% |
| All | +6.1% | +44.8% | -38.8% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling