+3,259.9%
CVNA vs PPL
+38.2%
+3,221.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | +2.7% | -1.9% | -1.0% |
| 30D | +7.4% | +0.5% | +6.9% | +7.0% |
| 3M | +12.7% | +0.7% | +12.0% | +11.9% |
| 6M | +17.9% | -7.6% | +25.5% | +23.3% |
| YTD | -11.6% | +1.8% | -13.4% | -14.1% |
| 1Y | +0.8% | -0.8% | +1.5% | -1.1% |
| 3Y | +633.4% | +56.9% | +576.6% | +404.3% |
| 5Y | +13.5% | +39.5% | -26.0% | -12.5% |
| All | +3,259.9% | +38.2% | +3,221.7% | +1,976.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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