+3,020.5%
DELL vs CVNA
+2,667.4%
+353.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +25.6% | +3.5% | +22.1% | +25.2% |
| 30D | +17.7% | +5.5% | +12.2% | +16.9% |
| 3M | +33.4% | +7.6% | +25.8% | +31.8% |
| 6M | +266.2% | +17.6% | +248.6% | +258.0% |
| YTD | +328.0% | -11.5% | +339.5% | +328.4% |
| 1Y | +339.6% | +0.4% | +339.2% | +332.1% |
| 3Y | +694.6% | +695.6% | -1.0% | +525.9% |
| 5Y | +1,122.0% | +13.6% | +1,108.4% | +932.9% |
| All | +3,020.5% | +2,667.4% | +353.1% | +1,670.2% |
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