+3,015.3%
CVNA vs PSKY
-80.4%
+3,095.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.6% |
| 7D | -7.3% | -2.4% | -4.9% | -6.3% |
| 30D | -4.6% | +11.6% | -16.2% | -10.0% |
| 3M | +2.0% | +1.5% | +0.4% | +0.4% |
| 6M | +11.7% | +7.7% | +4.0% | +5.4% |
| YTD | -18.1% | -20.1% | +2.0% | -12.8% |
| 1Y | -2.4% | -38.3% | +35.9% | +16.6% |
| 3Y | +580.6% | -17.7% | +598.3% | +484.9% |
| 5Y | +4.9% | -69.9% | +74.8% | +60.7% |
| All | +3,015.3% | -80.4% | +3,095.7% | +3,924.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling