+145.8%
GOOG vs CVNA
+630.6%
-484.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | 0.0% | -7.3% | +7.3% | +0.9% |
| 30D | -2.0% | -4.6% | +2.6% | -1.6% |
| 3M | -5.9% | +2.0% | -7.8% | -6.5% |
| 6M | +8.9% | +11.7% | -2.8% | +6.9% |
| YTD | +7.1% | -18.1% | +25.2% | +8.0% |
| 1Y | +39.7% | -2.4% | +42.1% | +37.5% |
| 3Y | +145.8% | +580.6% | -434.7% | +104.7% |
| All | +145.8% | +630.6% | -484.8% | +104.7% |
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