+84.2%
JNJ vs CVNA
+4.7%
+79.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -3.5% | -7.3% | +3.8% | -3.5% |
| 30D | +2.3% | -4.6% | +6.9% | +2.3% |
| 3M | +12.0% | +2.0% | +10.0% | +12.0% |
| 6M | +10.5% | +11.7% | -1.3% | +10.5% |
| YTD | +30.4% | -18.1% | +48.5% | +30.4% |
| 1Y | +52.1% | -2.4% | +54.5% | +52.2% |
| 3Y | +77.8% | +580.6% | -502.8% | +76.5% |
| All | +84.2% | +4.7% | +79.5% | +81.3% |
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