+631.8%
GOOG vs CVNA
+2,618.9%
-1,987.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | -1.6% | -1.0% | -0.5% | -1.5% |
| 30D | -7.7% | -1.0% | -6.6% | -7.7% |
| 3M | -9.3% | +5.5% | -14.8% | -10.0% |
| 6M | +7.4% | +11.8% | -4.4% | +5.7% |
| YTD | +4.9% | -13.0% | +17.9% | +5.2% |
| 1Y | +37.2% | -2.1% | +39.3% | +35.4% |
| 3Y | +141.6% | +681.6% | -540.0% | +87.2% |
| 5Y | +128.8% | +11.6% | +117.1% | +88.0% |
| All | +631.8% | +2,618.9% | -1,987.1% | +310.1% |
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