+225.5%
HOOD vs CVNA
+4.0%
+221.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.7% |
| 7D | -9.1% | -4.3% | -4.8% | -8.2% |
| 30D | +20.1% | -2.4% | +22.5% | +20.5% |
| 3M | +31.2% | +4.5% | +26.7% | +28.7% |
| 6M | +44.3% | +10.2% | +34.1% | +39.5% |
| YTD | +0.2% | -16.7% | +16.9% | +3.1% |
| 1Y | -3.5% | -3.8% | +0.2% | -4.3% |
| 3Y | +955.2% | +648.3% | +306.9% | +542.2% |
| 5Y | +175.3% | +6.6% | +168.7% | +147.5% |
| All | +225.5% | +4.0% | +221.4% | +194.4% |
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