+362.7%
GLW vs CVNA
+1,178.5%
-815.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.3% | +7.3% |
| 7D | +1.4% | -4.8% | +6.2% | +2.3% |
| 30D | -18.2% | +24.1% | -42.3% | -20.8% |
| 3M | -24.2% | +2.6% | -26.8% | -24.8% |
| 6M | -41.7% | -3.1% | -38.6% | -42.1% |
| YTD | +38.3% | -12.5% | +50.8% | +38.1% |
| 1Y | +38.2% | +13.0% | +25.2% | +33.7% |
| All | +362.7% | +1,178.5% | -815.8% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling