+127.7%
IBM vs CVNA
+2,503.0%
-2,375.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.3% |
| 7D | -0.3% | -4.3% | +4.0% | -0.1% |
| 30D | -1.8% | -2.4% | +0.5% | -1.8% |
| 3M | -13.5% | +4.5% | -18.0% | -13.9% |
| 6M | -5.1% | +10.2% | -15.3% | -6.0% |
| YTD | -19.4% | -16.7% | -2.7% | -19.2% |
| 1Y | -6.5% | -3.8% | -2.8% | -7.2% |
| 3Y | +73.8% | +648.3% | -574.5% | +52.8% |
| 5Y | +116.3% | +6.6% | +109.7% | +103.2% |
| All | +127.7% | +2,503.0% | -2,375.2% | +58.8% |
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 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