+77.4%
F vs CVNA
+2,724.4%
-2,647.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | +0.2% |
| 7D | -0.6% | +5.9% | -6.6% | -1.4% |
| 30D | +2.9% | +19.7% | -16.8% | +0.5% |
| 3M | -9.5% | +7.6% | -17.1% | -10.6% |
| 6M | +4.0% | -2.2% | +6.2% | +3.4% |
| YTD | -1.3% | -9.6% | +8.4% | -1.6% |
| 1Y | -1.9% | +25.4% | -27.4% | -6.1% |
| 3Y | +53.5% | +1,152.6% | -1,099.1% | +6.4% |
| 5Y | -15.1% | +28.9% | -44.0% | -36.8% |
| All | +77.4% | +2,724.4% | -2,647.0% | -10.6% |
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