+236.8%
GLD vs CVNA
+2,662.6%
-2,425.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.5% | +0.7% | -1.3% | -0.5% |
| 30D | +4.4% | +7.4% | -3.0% | +4.3% |
| 3M | -1.1% | +12.7% | -13.8% | -1.3% |
| 6M | -13.8% | +17.9% | -31.7% | -14.0% |
| YTD | +2.6% | -11.6% | +14.3% | +2.6% |
| 1Y | +24.5% | +0.8% | +23.8% | +24.2% |
| 3Y | +125.8% | +633.4% | -507.6% | +119.2% |
| 5Y | +137.8% | +13.5% | +124.3% | +133.0% |
| All | +236.8% | +2,662.6% | -2,425.8% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling