+3,206.8%
CVNA vs ZBRA
+266.3%
+2,940.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | 0.0% |
| 7D | -1.0% | -1.8% | +0.8% | +0.3% |
| 30D | -1.0% | -8.8% | +7.8% | +6.0% |
| 3M | +5.5% | +47.2% | -41.8% | -27.5% |
| 6M | +11.8% | +61.3% | -49.5% | -30.7% |
| YTD | -13.0% | +42.0% | -55.0% | -41.7% |
| 1Y | -2.1% | +10.5% | -12.6% | -19.7% |
| 3Y | +681.6% | +34.5% | +647.1% | +422.9% |
| 5Y | +11.6% | -40.3% | +51.9% | +52.5% |
| All | +3,206.8% | +266.3% | +2,940.4% | +1,375.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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