+6.1%
CVNA vs JHX
-27.7%
+33.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | -7.3% | -6.3% | -1.0% | -3.3% |
| 30D | -4.6% | -7.7% | +3.2% | +0.6% |
| 3M | +2.0% | +19.2% | -17.2% | -9.1% |
| 6M | +11.7% | +38.3% | -26.5% | -11.2% |
| YTD | -18.1% | +37.2% | -55.3% | -35.4% |
| 1Y | -2.4% | +42.3% | -44.7% | -26.1% |
| 3Y | +580.6% | -4.4% | +585.0% | +423.5% |
| All | +6.1% | -27.7% | +33.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 5y: compounded portfolio wealth divided by compounded JHX 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…
5y analysis · Full analysis span regression · 6 months rolling