-26.4%
GOOGL vs CVNA
-1.3%
-25.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -17.1% |
| 3M | -14.6% | -1.8% | -12.7% | -12.2% |
| 6M | -26.4% | +3.5% | -30.0% | -27.0% |
| All | -26.4% | -1.3% | -25.2% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling