+144.6%
IBM vs CVNA
+27.5%
+117.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.2% |
| 7D | -1.5% | +2.4% | -4.0% | -1.6% |
| 30D | +8.4% | +14.6% | -6.2% | +7.9% |
| 3M | +4.2% | -1.5% | +5.7% | +4.1% |
| 6M | +7.9% | -6.3% | +14.2% | +7.8% |
| YTD | -15.2% | -13.5% | -1.7% | -15.2% |
| 1Y | -18.7% | +13.3% | -32.0% | -19.4% |
| 3Y | +79.2% | +1,150.8% | -1,071.6% | +68.0% |
| All | +144.6% | +27.5% | +117.1% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling