+168.0%
INTU vs CVNA
+2,503.0%
-2,335.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.2% |
| 7D | -9.2% | -4.3% | -4.9% | -8.7% |
| 30D | -7.0% | -2.4% | -4.6% | -6.9% |
| 3M | +10.5% | +4.5% | +6.0% | +9.3% |
| 6M | -30.6% | +10.2% | -40.8% | -32.0% |
| YTD | -52.3% | -16.7% | -35.6% | -51.8% |
| 1Y | -51.8% | -3.8% | -48.0% | -52.5% |
| 3Y | -41.8% | +648.3% | -690.1% | -58.8% |
| 5Y | -42.8% | +6.6% | -49.4% | -56.4% |
| All | +168.0% | +2,503.0% | -2,335.0% | +32.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling