+11.6%
CVNA vs PYPL
-81.6%
+93.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | 0.0% |
| 7D | -1.0% | -4.3% | +3.3% | +2.7% |
| 30D | -1.0% | -11.5% | +10.5% | +8.9% |
| 3M | +5.5% | +26.1% | -20.7% | -20.1% |
| 6M | +11.8% | +13.7% | -1.9% | -7.0% |
| YTD | -13.0% | -9.8% | -3.2% | -13.2% |
| 1Y | -2.1% | -22.1% | +19.9% | +12.4% |
| 3Y | +681.6% | -13.5% | +695.1% | +641.4% |
| 5Y | +11.6% | -81.6% | +93.2% | +169.9% |
| All | +11.6% | -81.6% | +93.3% | +169.9% |
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