+164.3%
INTC vs CVNA
+642.4%
-478.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -5.0% |
| 7D | +9.4% | -4.3% | +13.7% | +10.0% |
| 30D | +2.7% | -2.4% | +5.1% | +2.9% |
| 3M | -6.3% | +4.5% | -10.8% | -7.3% |
| 6M | +114.5% | +10.2% | +104.2% | +109.9% |
| YTD | +171.9% | -16.7% | +188.6% | +173.3% |
| 1Y | +305.0% | -3.8% | +308.8% | +298.2% |
| All | +164.3% | +642.4% | -478.1% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling