+246.3%
INTC vs CVNA
+2,461.5%
-2,215.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.8% |
| 7D | +7.5% | -7.3% | +14.7% | +8.3% |
| 30D | +2.0% | -4.6% | +6.6% | +2.3% |
| 3M | -12.0% | +2.0% | -14.0% | -12.6% |
| 6M | +114.5% | +11.7% | +102.8% | +110.8% |
| YTD | +179.0% | -18.1% | +197.0% | +181.5% |
| 1Y | +318.3% | -2.4% | +320.7% | +313.3% |
| 3Y | +171.2% | +580.6% | -409.4% | +112.0% |
| 5Y | +107.6% | +4.9% | +102.7% | +72.1% |
| All | +246.3% | +2,461.5% | -2,215.2% | +96.7% |
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