+3,015.3%
CVNA vs ENTG
+485.0%
+2,530.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -3.1% |
| 7D | -7.3% | +1.2% | -8.5% | -8.1% |
| 30D | -4.6% | -12.9% | +8.3% | +3.8% |
| 3M | +2.0% | -3.1% | +5.0% | -5.3% |
| 6M | +11.7% | +21.0% | -9.3% | -16.0% |
| YTD | -18.1% | +67.0% | -85.1% | -54.3% |
| 1Y | -2.4% | +68.6% | -71.0% | -47.5% |
| 3Y | +580.6% | +48.6% | +531.9% | +253.7% |
| 5Y | +4.9% | +18.6% | -13.7% | -30.9% |
| All | +3,015.3% | +485.0% | +2,530.3% | +733.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling