+26.5%
ISRG vs CVNA
+29.0%
-2.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | +1.4% |
| 7D | +5.4% | +5.9% | -0.5% | +4.9% |
| 30D | +8.6% | +19.7% | -11.0% | +6.7% |
| 3M | +21.6% | +7.6% | +13.9% | +20.3% |
| 6M | +2.3% | -2.2% | +4.5% | +1.8% |
| YTD | -18.7% | -9.6% | -9.0% | -18.9% |
| 1Y | -17.8% | +25.4% | -43.2% | -20.5% |
| 3Y | +69.1% | +1,152.6% | -1,083.6% | +31.3% |
| 5Y | +26.5% | +28.9% | -2.4% | +39.5% |
| All | +26.5% | +29.0% | -2.5% | +39.5% |
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