+126.0%
GOOGL vs CVNA
+1,152.5%
-1,026.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.2% |
| 7D | +3.9% | -1.6% | +5.5% | +4.0% |
| 30D | -14.9% | +24.9% | -39.8% | -17.2% |
| 3M | -14.6% | -1.8% | -12.7% | -14.8% |
| 6M | -26.4% | +3.5% | -30.0% | -27.3% |
| YTD | -5.3% | -14.3% | +8.9% | -5.3% |
| 1Y | +6.5% | +13.6% | -7.1% | +3.3% |
| 3Y | +126.0% | +1,163.4% | -1,037.4% | +95.8% |
| All | +126.0% | +1,152.5% | -1,026.5% | +95.8% |
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