+118.6%
GLD vs CVNA
+25.1%
+93.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | +4.7% | +7.7% | -3.0% | +4.6% |
| 30D | -0.9% | +17.2% | -18.1% | -1.1% |
| 3M | -4.4% | +7.7% | -12.1% | -4.5% |
| 6M | -13.6% | -5.5% | -8.0% | -13.6% |
| YTD | -6.0% | -12.8% | +6.8% | -6.1% |
| 1Y | +1.8% | +26.8% | -25.0% | +1.5% |
| 3Y | +103.2% | +1,007.0% | -903.8% | +99.2% |
| All | +118.6% | +25.1% | +93.5% | +107.6% |
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 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