+11.1%
DIS vs CVNA
+2,604.4%
-2,593.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.5% |
| 7D | +4.4% | +2.4% | +2.0% | +4.1% |
| 30D | +10.3% | +14.6% | -4.2% | +8.6% |
| 3M | +15.5% | -1.5% | +17.1% | +15.3% |
| 6M | +11.2% | -6.3% | +17.5% | +11.1% |
| YTD | +5.6% | -13.5% | +19.1% | +5.7% |
| 1Y | +7.7% | +13.3% | -5.5% | +4.8% |
| 3Y | +39.3% | +1,150.8% | -1,111.5% | +2.1% |
| 5Y | -29.5% | +27.1% | -56.6% | -44.5% |
| All | +11.1% | +2,604.4% | -2,593.4% | -40.1% |
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