+3,065.8%
CVNA vs SHAK
+79.2%
+2,986.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.1% |
| 7D | -4.3% | -11.0% | +6.7% | +2.2% |
| 30D | -2.4% | -14.0% | +11.6% | +6.4% |
| 3M | +4.5% | +13.3% | -8.7% | -4.4% |
| 6M | +10.2% | -35.3% | +45.6% | +32.4% |
| YTD | -16.7% | -24.0% | +7.3% | -10.0% |
| 1Y | -3.8% | -36.7% | +32.9% | +14.0% |
| 3Y | +648.3% | -5.4% | +653.7% | +525.2% |
| 5Y | +6.6% | -24.9% | +31.5% | +4.1% |
| All | +3,065.8% | +79.2% | +2,986.6% | +1,774.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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