+591.6%
CVNA vs JBL
+181.3%
+410.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.9% |
| 7D | -4.3% | -1.0% | -3.3% | -3.8% |
| 30D | -2.4% | -15.1% | +12.7% | +5.3% |
| 3M | +4.5% | -14.0% | +18.6% | +10.2% |
| 6M | +10.2% | +20.6% | -10.4% | -5.7% |
| YTD | -16.7% | +32.9% | -49.6% | -33.3% |
| 1Y | -3.8% | +40.5% | -44.3% | -26.1% |
| All | +591.6% | +181.3% | +410.3% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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