+100.7%
INTC vs CVNA
+2,580.4%
-2,479.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.7% |
| 7D | +6.0% | -1.6% | +7.6% | +6.2% |
| 30D | -39.2% | +24.9% | -64.1% | -40.7% |
| 3M | -42.9% | -1.8% | -41.1% | -43.1% |
| 6M | -50.4% | +3.5% | -53.9% | -51.0% |
| YTD | +61.7% | -14.3% | +75.9% | +61.9% |
| 1Y | +66.1% | +13.6% | +52.5% | +61.6% |
| 3Y | +58.1% | +1,163.4% | -1,105.3% | +16.7% |
| 5Y | +27.9% | +22.9% | +5.0% | +3.7% |
| All | +100.7% | +2,580.4% | -2,479.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling