+463.3%
GLW vs CVNA
+686.9%
-223.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.5% |
| 7D | +14.0% | +3.5% | +10.5% | +13.5% |
| 30D | +0.4% | +5.5% | -5.1% | -0.6% |
| 3M | -11.3% | +7.6% | -18.9% | -12.8% |
| 6M | +35.1% | +17.6% | +17.5% | +30.8% |
| YTD | +90.5% | -11.5% | +102.0% | +90.6% |
| 1Y | +132.0% | +0.4% | +131.7% | +127.2% |
| 3Y | +463.3% | +695.6% | -232.3% | +331.6% |
| All | +463.3% | +686.9% | -223.5% | +331.6% |
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