+579.9%
GLW vs CVNA
+2,662.6%
-2,082.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | +3.8% | +0.7% | +3.0% | +3.7% |
| 30D | -1.3% | +7.4% | -8.7% | -2.2% |
| 3M | -21.8% | +12.7% | -34.5% | -23.0% |
| 6M | +6.9% | +17.9% | -11.0% | +4.6% |
| YTD | +77.2% | -11.6% | +88.8% | +77.5% |
| 1Y | +123.2% | +0.8% | +122.5% | +120.1% |
| 3Y | +400.0% | +633.4% | -233.4% | +298.1% |
| 5Y | +342.8% | +13.5% | +329.3% | +276.6% |
| All | +579.9% | +2,662.6% | -2,082.6% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling