+21.4%
CVNA vs PYPL
-71.8%
+93.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +24.9% | +5.7% | +19.2% | +19.3% |
| 3M | -1.8% | -1.9% | +0.1% | -1.4% |
| 6M | +3.5% | +31.8% | -28.3% | -25.0% |
| YTD | -14.3% | +2.4% | -16.7% | -24.1% |
| 1Y | +13.6% | -8.2% | +21.8% | +12.6% |
| 3Y | +1,163.4% | +10.2% | +1,153.2% | +800.1% |
| All | +21.4% | -71.8% | +93.1% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling