-2.9%
DIS vs CVNA
+2,618.9%
-2,621.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.7% |
| 7D | -3.5% | -1.0% | -2.5% | -3.4% |
| 30D | +1.0% | -1.0% | +2.0% | +1.0% |
| 3M | +5.7% | +5.5% | +0.2% | +4.7% |
| 6M | +3.3% | +11.8% | -8.6% | +1.4% |
| YTD | -7.7% | -13.0% | +5.3% | -7.4% |
| 1Y | -10.0% | -2.1% | -7.8% | -11.2% |
| 3Y | +31.7% | +681.6% | -649.9% | +0.8% |
| 5Y | -42.2% | +11.6% | -53.8% | -53.7% |
| All | -2.9% | +2,618.9% | -2,621.8% | -47.5% |
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