+6.5%
CVNA vs ONON
-24.2%
+30.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -4.3% | -5.3% | +1.0% | -0.6% |
| 30D | -2.4% | -13.1% | +10.7% | +7.6% |
| 3M | +4.5% | -29.3% | +33.8% | +29.7% |
| 6M | +10.2% | -34.5% | +44.8% | +42.1% |
| YTD | -16.7% | -42.2% | +25.5% | +16.8% |
| 1Y | -3.8% | -37.3% | +33.6% | +23.7% |
| 3Y | +648.3% | -9.3% | +657.6% | +559.6% |
| All | +6.5% | -24.2% | +30.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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