+200.0%
CVX vs CVNA
+2,461.5%
-2,261.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +2.6% | -7.3% | +9.9% | +3.0% |
| 30D | +9.8% | -4.6% | +14.4% | +10.0% |
| 3M | +16.2% | +2.0% | +14.2% | +15.7% |
| 6M | +13.6% | +11.7% | +1.9% | +12.2% |
| YTD | +44.4% | -18.1% | +62.4% | +44.7% |
| 1Y | +40.6% | -2.4% | +43.0% | +38.9% |
| 3Y | +48.2% | +580.6% | -532.4% | +26.7% |
| 5Y | +172.3% | +4.9% | +167.4% | +156.1% |
| All | +200.0% | +2,461.5% | -2,261.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling