+107.2%
F vs CVNA
+2,662.6%
-2,555.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | -3.7% | +12.7% | -16.4% | -5.5% |
| 6M | +16.8% | +17.9% | -1.1% | +13.7% |
| YTD | +15.3% | -11.6% | +26.9% | +15.5% |
| 1Y | +31.0% | +0.8% | +30.3% | +28.4% |
| 3Y | +45.4% | +633.4% | -588.0% | +6.7% |
| 5Y | +54.7% | +13.5% | +41.2% | +17.4% |
| All | +107.2% | +2,662.6% | -2,555.4% | +5.0% |
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