+3,015.3%
CVNA vs JHX
+88.7%
+2,926.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | -7.3% | -6.3% | -1.0% | -3.4% |
| 30D | -4.6% | -7.7% | +3.2% | +0.5% |
| 3M | +2.0% | +19.2% | -17.2% | -8.8% |
| 6M | +11.7% | +38.3% | -26.5% | -10.6% |
| YTD | -18.1% | +37.2% | -55.3% | -34.8% |
| 1Y | -2.4% | +42.3% | -44.7% | -25.3% |
| 3Y | +580.6% | -4.4% | +585.0% | +467.9% |
| 5Y | +4.9% | -26.4% | +31.3% | +3.5% |
| All | +3,015.3% | +88.7% | +2,926.6% | +1,506.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling