+123.6%
HOOD vs CVNA
+7.1%
+116.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.4% | -4.8% |
| 7D | -3.8% | -1.6% | -2.1% | -3.4% |
| 30D | -23.0% | +24.9% | -47.8% | -27.2% |
| 3M | -21.6% | -1.8% | -19.8% | -21.8% |
| 6M | +1.4% | +3.5% | -2.1% | -0.8% |
| YTD | -31.2% | -14.3% | -16.9% | -30.0% |
| 1Y | -35.9% | +13.6% | -49.5% | -39.0% |
| 3Y | +836.9% | +1,163.4% | -326.5% | +417.3% |
| 5Y | +121.1% | +22.9% | +98.2% | +103.5% |
| All | +123.6% | +7.1% | +116.5% | +100.0% |
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 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