+98.4%
F vs CVNA
+2,667.4%
-2,569.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +1.2% | +3.5% | -2.4% | +0.7% |
| 30D | +1.2% | +5.5% | -4.2% | +0.5% |
| 3M | -5.7% | +7.6% | -13.2% | -6.9% |
| 6M | +17.9% | +17.6% | +0.3% | +14.9% |
| YTD | +10.4% | -11.5% | +21.9% | +10.6% |
| 1Y | +25.3% | +0.4% | +25.0% | +23.0% |
| 3Y | +37.5% | +695.6% | -658.1% | -0.1% |
| 5Y | +46.5% | +13.6% | +32.9% | +11.2% |
| All | +98.4% | +2,667.4% | -2,569.0% | +0.5% |
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