+591.6%
CVNA vs HUBB
+43.6%
+548.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | -4.3% | -1.7% | -2.6% | -3.1% |
| 30D | -2.4% | -12.7% | +10.3% | +7.7% |
| 3M | +4.5% | -2.9% | +7.5% | +4.9% |
| 6M | +10.2% | -4.8% | +15.0% | +11.3% |
| YTD | -16.7% | +2.8% | -19.5% | -21.9% |
| 1Y | -3.8% | +3.5% | -7.3% | -10.6% |
| All | +591.6% | +43.6% | +548.0% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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