+3,065.8%
CVNA vs MCO
+327.3%
+2,738.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -2.3% |
| 7D | -4.3% | -7.3% | +3.0% | +5.5% |
| 30D | -2.4% | -1.7% | -0.7% | -0.7% |
| 3M | +4.5% | +3.9% | +0.6% | -2.0% |
| 6M | +10.2% | +3.8% | +6.4% | +3.2% |
| YTD | -16.7% | -7.9% | -8.8% | -10.6% |
| 1Y | -3.8% | -6.8% | +3.1% | +0.1% |
| 3Y | +648.3% | +40.9% | +607.4% | +350.8% |
| 5Y | +6.6% | +27.5% | -20.9% | -17.8% |
| All | +3,065.8% | +327.3% | +2,738.5% | +800.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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