+38.2%
GLW vs CVNA
+13.5%
+24.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.3% | +7.2% |
| 7D | +1.4% | -4.8% | +6.2% | +2.7% |
| 30D | -18.2% | +24.1% | -42.3% | -21.9% |
| 3M | -24.2% | +2.6% | -26.8% | -24.8% |
| 6M | -41.7% | -3.1% | -38.6% | -42.0% |
| YTD | +38.3% | -12.5% | +50.8% | +38.3% |
| 1Y | +38.2% | +13.0% | +25.2% | +22.8% |
| All | +38.2% | +13.5% | +24.7% | +22.8% |
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