+3,265.8%
CVNA vs HUBB
+389.3%
+2,876.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | +3.5% | +4.8% | -1.3% | -0.9% |
| 30D | +5.5% | -9.3% | +14.8% | +14.8% |
| 3M | +7.6% | -3.9% | +11.5% | +9.1% |
| 6M | +17.6% | -0.8% | +18.4% | +14.6% |
| YTD | -11.5% | +5.6% | -17.0% | -19.8% |
| 1Y | +0.4% | +7.7% | -7.4% | -11.3% |
| 3Y | +695.6% | +47.5% | +648.1% | +396.9% |
| 5Y | +13.6% | +153.7% | -140.1% | -58.3% |
| All | +3,265.8% | +389.3% | +2,876.5% | +587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling