+695.6%
CVNA vs Z
-37.5%
+733.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +3.5% |
| 7D | +3.5% | -3.3% | +6.8% | +5.1% |
| 30D | +5.5% | -3.7% | +9.2% | +6.8% |
| 3M | +7.6% | -7.0% | +14.6% | +10.4% |
| 6M | +17.6% | -29.5% | +47.1% | +39.0% |
| YTD | -11.5% | -52.6% | +41.1% | +28.5% |
| 1Y | +0.4% | -64.0% | +64.4% | +67.3% |
| 3Y | +695.6% | -36.4% | +732.0% | +725.2% |
| All | +695.6% | -37.5% | +733.0% | +725.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling