+250.7%
HOOD vs CVNA
+10.4%
+240.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | +17.1% | +0.7% | +16.4% | +16.9% |
| 30D | +31.6% | +7.4% | +24.2% | +29.0% |
| 3M | +38.2% | +12.7% | +25.6% | +33.0% |
| 6M | +48.5% | +17.9% | +30.6% | +41.3% |
| YTD | +8.0% | -11.6% | +19.6% | +9.5% |
| 1Y | +18.7% | +0.8% | +17.9% | +16.4% |
| 3Y | +999.1% | +633.4% | +365.7% | +569.4% |
| 5Y | +181.7% | +13.5% | +168.2% | +150.2% |
| All | +250.7% | +10.4% | +240.3% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling