+194.3%
GLD vs CVNA
+2,580.4%
-2,386.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | -4.6% | -1.6% | -3.0% | -4.6% |
| 30D | -5.5% | +24.9% | -30.3% | -5.8% |
| 3M | -10.9% | -1.8% | -9.1% | -10.9% |
| 6M | -17.4% | +3.5% | -21.0% | -17.6% |
| YTD | -10.3% | -14.3% | +3.9% | -10.3% |
| 1Y | -7.2% | +13.6% | -20.8% | -7.5% |
| 3Y | +96.9% | +1,163.4% | -1,066.5% | +90.2% |
| 5Y | +103.8% | +22.9% | +80.9% | +99.3% |
| All | +194.3% | +2,580.4% | -2,386.1% | +172.0% |
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 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