+636.7%
DELL vs CVNA
+642.4%
-5.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.1% | -4.6% |
| 7D | -1.9% | -4.3% | +2.4% | -1.1% |
| 30D | +14.9% | -2.4% | +17.3% | +15.2% |
| 3M | +37.2% | +4.5% | +32.7% | +35.0% |
| 6M | +254.0% | +10.2% | +243.7% | +243.6% |
| YTD | +306.1% | -16.7% | +322.9% | +310.9% |
| 1Y | +312.3% | -3.8% | +316.0% | +301.0% |
| All | +636.7% | +642.4% | -5.8% | +473.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling