+3,206.8%
CVNA vs COF
+205.1%
+3,001.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -0.6% |
| 7D | -1.0% | -2.7% | +1.6% | +1.0% |
| 30D | -1.0% | -3.4% | +2.4% | +1.4% |
| 3M | +5.5% | +15.4% | -10.0% | -6.0% |
| 6M | +11.8% | +14.4% | -2.6% | +0.6% |
| YTD | -13.0% | -12.0% | -1.0% | -5.3% |
| 1Y | -2.1% | -3.7% | +1.6% | -0.9% |
| 3Y | +681.6% | +121.1% | +560.6% | +317.7% |
| 5Y | +11.6% | +47.8% | -36.2% | -18.3% |
| All | +3,206.8% | +205.1% | +3,001.6% | +1,375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling