+47.6%
F vs CVNA
+656.8%
-609.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +4.6% | +7.4% | -2.8% | +3.5% |
| 3M | -3.7% | +12.7% | -16.4% | -5.6% |
| 6M | +16.8% | +17.9% | -1.1% | +13.4% |
| YTD | +15.3% | -11.6% | +26.9% | +15.4% |
| 1Y | +31.0% | +0.8% | +30.3% | +28.0% |
| All | +47.6% | +656.8% | -609.2% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling