+1,144.9%
CVNA vs OTIS
+93.9%
+1,051.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.4% |
| 7D | +3.5% | -0.8% | +4.3% | +4.1% |
| 30D | +5.5% | -4.7% | +10.2% | +9.6% |
| 3M | +7.6% | +1.2% | +6.4% | +6.5% |
| 6M | +17.6% | -20.5% | +38.1% | +40.5% |
| YTD | -11.5% | -18.4% | +7.0% | +3.2% |
| 1Y | +0.4% | -18.1% | +18.5% | +15.9% |
| 3Y | +695.6% | -10.6% | +706.1% | +722.2% |
| 5Y | +13.6% | -16.1% | +29.7% | +18.1% |
| All | +1,144.9% | +93.9% | +1,051.0% | +1,243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling