+43.5%
F vs CVNA
+1,015.0%
-971.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +1.6% | +7.7% | -6.2% | +0.5% |
| 30D | +2.6% | +17.2% | -14.6% | +0.2% |
| 3M | -8.8% | +7.7% | -16.5% | -10.2% |
| 6M | +4.6% | -5.5% | +10.2% | +4.3% |
| YTD | -1.9% | -12.8% | +10.9% | -2.0% |
| 1Y | -0.8% | +26.8% | -27.5% | -5.8% |
| 3Y | +43.5% | +1,007.0% | -963.5% | -10.3% |
| All | +43.5% | +1,015.0% | -971.6% | -10.3% |
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