+205.8%
GLD vs CVNA
+2,604.4%
-2,398.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -2.6% |
| 7D | +2.8% | +2.4% | +0.4% | +2.8% |
| 30D | -4.0% | +14.6% | -18.5% | -4.2% |
| 3M | -8.2% | -1.5% | -6.7% | -8.3% |
| 6M | -14.8% | -6.3% | -8.5% | -14.9% |
| YTD | -6.8% | -13.5% | +6.7% | -6.8% |
| 1Y | -2.4% | +13.3% | -15.7% | -2.7% |
| 3Y | +105.8% | +1,150.8% | -1,045.0% | +98.8% |
| 5Y | +113.3% | +27.1% | +86.2% | +108.5% |
| All | +205.8% | +2,604.4% | -2,398.6% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling