+3,265.8%
CVNA vs PSKY
-80.0%
+3,345.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +3.5% | +2.4% | +1.1% | +2.3% |
| 30D | +5.5% | +17.5% | -12.1% | -2.9% |
| 3M | +7.6% | +4.4% | +3.1% | +4.6% |
| 6M | +17.6% | -9.0% | +26.6% | +20.6% |
| YTD | -11.5% | -18.6% | +7.1% | -6.5% |
| 1Y | +0.4% | -27.7% | +28.1% | +9.1% |
| 3Y | +695.6% | -16.9% | +712.4% | +581.5% |
| 5Y | +13.6% | -70.3% | +83.9% | +75.1% |
| All | +3,265.8% | -80.0% | +3,345.8% | +4,213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling