+10.8%
DIS vs CVNA
+2,580.4%
-2,569.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | +9.2% | +24.9% | -15.7% | +6.5% |
| 3M | +13.5% | -1.8% | +15.3% | +13.3% |
| 6M | +14.3% | +3.5% | +10.7% | +13.0% |
| YTD | +5.4% | -14.3% | +19.6% | +5.6% |
| 1Y | +12.2% | +13.6% | -1.4% | +9.0% |
| 3Y | +37.2% | +1,163.4% | -1,126.3% | +0.5% |
| 5Y | -23.1% | +22.9% | -46.0% | -39.2% |
| All | +10.8% | +2,580.4% | -2,569.5% | -40.2% |
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 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