+622.4%
CVNA vs PYPL
-14.5%
+636.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.5% |
| 7D | -1.0% | -4.3% | +3.3% | +1.6% |
| 30D | -1.0% | -11.5% | +10.5% | +5.9% |
| 3M | +5.5% | +26.1% | -20.7% | -13.3% |
| 6M | +11.8% | +13.7% | -1.9% | -1.3% |
| YTD | -13.0% | -9.8% | -3.2% | -10.7% |
| 1Y | -2.1% | -22.1% | +19.9% | +13.2% |
| All | +622.4% | -14.5% | +636.9% | +555.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 3y: compounded portfolio wealth divided by compounded PYPL 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…
3y analysis · Full analysis span regression · 6 months rolling