+642.3%
GLW vs CVNA
+2,618.9%
-1,976.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.7% |
| 7D | +16.9% | -1.0% | +17.9% | +17.0% |
| 30D | +7.0% | -1.0% | +8.0% | +6.9% |
| 3M | -3.0% | +5.5% | -8.4% | -3.8% |
| 6M | +31.0% | +11.8% | +19.2% | +28.8% |
| YTD | +93.4% | -13.0% | +106.4% | +94.1% |
| 1Y | +134.7% | -2.1% | +136.9% | +132.1% |
| 3Y | +471.8% | +681.6% | -209.8% | +352.9% |
| 5Y | +394.5% | +11.6% | +382.8% | +321.2% |
| All | +642.3% | +2,618.9% | -1,976.5% | +316.6% |
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 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