+24.5%
GLD vs CVNA
+2.4%
+22.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | +4.4% | +7.4% | -3.0% | +3.7% |
| 3M | -1.1% | +12.7% | -13.8% | -2.2% |
| 6M | -13.8% | +17.9% | -31.7% | -15.0% |
| YTD | +2.6% | -11.6% | +14.3% | +1.6% |
| 1Y | +24.5% | +0.8% | +23.8% | +22.8% |
| All | +24.5% | +2.4% | +22.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling