+138.9%
GLD vs CVNA
+13.0%
+125.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.7% | +3.5% | -2.8% | +0.7% |
| 30D | +0.3% | +5.5% | -5.1% | +0.2% |
| 3M | +0.6% | +7.6% | -7.0% | +0.5% |
| 6M | -15.6% | +17.6% | -33.2% | -15.8% |
| YTD | +0.9% | -11.5% | +12.3% | +0.8% |
| 1Y | +19.4% | +0.4% | +19.0% | +19.2% |
| 3Y | +124.5% | +695.6% | -571.1% | +120.6% |
| 5Y | +138.9% | +13.6% | +125.3% | +117.3% |
| All | +138.9% | +13.0% | +125.9% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling