+3,065.8%
CVNA vs SYK
+121.0%
+2,944.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.6% |
| 7D | -4.3% | -12.3% | +8.0% | +6.3% |
| 30D | -2.4% | -22.4% | +20.1% | +20.2% |
| 3M | +4.5% | -12.3% | +16.8% | +12.8% |
| 6M | +10.2% | -24.3% | +34.5% | +34.7% |
| YTD | -16.7% | -22.8% | +6.0% | -1.4% |
| 1Y | -3.8% | -28.8% | +25.0% | +21.2% |
| 3Y | +648.3% | -4.0% | +652.3% | +599.1% |
| 5Y | +6.6% | +3.8% | +2.7% | -7.4% |
| All | +3,065.8% | +121.0% | +2,944.8% | +1,628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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