+6.1%
CVNA vs OTIS
-17.8%
+23.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -3.7% |
| 7D | -7.3% | -3.0% | -4.3% | -4.0% |
| 30D | -4.6% | -6.0% | +1.4% | +2.7% |
| 3M | +2.0% | -0.9% | +2.8% | +2.6% |
| 6M | +11.7% | -17.3% | +29.1% | +39.0% |
| YTD | -18.1% | -19.6% | +1.5% | +4.2% |
| 1Y | -2.4% | -21.0% | +18.6% | +25.8% |
| 3Y | +580.6% | -12.1% | +592.7% | +534.8% |
| All | +6.1% | -17.8% | +23.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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