+622.4%
CVNA vs JCI
+163.4%
+459.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.0% |
| 7D | -1.0% | +4.1% | -5.1% | -4.0% |
| 30D | -1.0% | -3.8% | +2.8% | +1.6% |
| 3M | +5.5% | -1.6% | +7.1% | +5.6% |
| 6M | +11.8% | +9.5% | +2.3% | +0.6% |
| YTD | -13.0% | +21.7% | -34.8% | -30.5% |
| 1Y | -2.1% | +37.1% | -39.3% | -31.3% |
| All | +622.4% | +163.4% | +459.0% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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