+294.8%
ISRG vs CVNA
+2,662.6%
-2,367.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -2.3% | +7.4% | -9.6% | -3.2% |
| 3M | -12.4% | +12.7% | -25.1% | -13.9% |
| 6M | -26.8% | +17.9% | -44.8% | -28.6% |
| YTD | -35.3% | -11.6% | -23.6% | -35.1% |
| 1Y | -19.3% | +0.8% | -20.1% | -20.9% |
| 3Y | +18.1% | +633.4% | -615.3% | -10.7% |
| 5Y | +2.6% | +13.5% | -10.8% | -15.6% |
| All | +294.8% | +2,662.6% | -2,367.8% | +112.7% |
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 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