+192.3%
CVX vs CVNA
+2,662.6%
-2,470.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +12.9% | +7.4% | +5.5% | +12.4% |
| 3M | +11.7% | +12.7% | -1.0% | +10.6% |
| 6M | +14.1% | +17.9% | -3.8% | +12.4% |
| YTD | +40.7% | -11.6% | +52.3% | +40.4% |
| 1Y | +37.5% | +0.8% | +36.7% | +35.7% |
| 3Y | +43.9% | +633.4% | -589.5% | +22.6% |
| 5Y | +161.5% | +13.5% | +148.0% | +144.9% |
| All | +192.3% | +2,662.6% | -2,470.3% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling