+639.2%
GOOGL vs CVNA
+2,461.5%
-1,822.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | 0.0% | -7.3% | +7.3% | +0.7% |
| 30D | -1.4% | -4.6% | +3.2% | -1.1% |
| 3M | -5.3% | +2.0% | -7.3% | -5.8% |
| 6M | +9.8% | +11.7% | -1.9% | +8.1% |
| YTD | +8.4% | -18.1% | +26.4% | +9.4% |
| 1Y | +41.2% | -2.4% | +43.6% | +39.4% |
| 3Y | +149.6% | +580.6% | -431.0% | +96.2% |
| 5Y | +142.6% | +4.9% | +137.7% | +100.9% |
| All | +639.2% | +2,461.5% | -1,822.2% | +318.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling