+123.2%
GLW vs CVNA
+2.4%
+120.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.4% |
| 7D | +3.8% | +0.7% | +3.0% | +3.6% |
| 30D | -1.3% | +7.4% | -8.7% | -3.0% |
| 3M | -21.8% | +12.7% | -34.5% | -24.4% |
| 6M | +6.9% | +17.9% | -11.0% | +1.1% |
| YTD | +77.2% | -11.6% | +88.8% | +76.4% |
| 1Y | +123.2% | +0.8% | +122.5% | +116.0% |
| All | +123.2% | +2.4% | +120.9% | +116.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling