-2.4%
CVNA vs REGN
+41.3%
-43.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -7.3% | -5.6% | -1.7% | -6.3% |
| 30D | -4.6% | -2.0% | -2.6% | -4.2% |
| 3M | +2.0% | +28.0% | -26.0% | -2.2% |
| 6M | +11.7% | +1.2% | +10.6% | +11.9% |
| YTD | -18.1% | +1.6% | -19.7% | -18.1% |
| 1Y | -2.4% | +38.2% | -40.6% | -10.4% |
| All | -2.4% | +41.3% | -43.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling