-2.9%
IBM vs CVNA
-6.0%
+3.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.1% |
| 7D | +3.6% | -7.3% | +10.9% | +4.0% |
| 30D | +3.1% | -4.6% | +7.7% | +3.3% |
| 3M | -10.8% | +2.0% | -12.8% | -11.0% |
| 6M | -0.8% | +11.7% | -12.6% | -2.6% |
| YTD | -16.2% | -18.1% | +1.9% | -15.8% |
| 1Y | -2.9% | -2.4% | -0.5% | -2.1% |
| All | -2.9% | -6.0% | +3.1% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling