+113.4%
IBM vs CVNA
+14.1%
+99.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.3% | +3.5% | -3.2% | +0.2% |
| 30D | -1.5% | +5.5% | -6.9% | -1.7% |
| 3M | -16.8% | +7.6% | -24.3% | -17.1% |
| 6M | -9.0% | +17.6% | -26.6% | -9.7% |
| YTD | -20.1% | -11.5% | -8.6% | -20.1% |
| 1Y | -7.0% | +0.4% | -7.4% | -7.5% |
| 3Y | +72.4% | +695.6% | -623.2% | +63.0% |
| All | +113.4% | +14.1% | +99.3% | +90.4% |
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