+182.2%
JNJ vs CVNA
+2,667.4%
-2,485.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.8% | +3.5% | -4.3% | -0.8% |
| 30D | +4.3% | +5.5% | -1.1% | +4.2% |
| 3M | +16.5% | +7.6% | +8.9% | +16.3% |
| 6M | +13.1% | +17.6% | -4.4% | +12.7% |
| YTD | +32.1% | -11.5% | +43.6% | +32.1% |
| 1Y | +54.5% | +0.4% | +54.1% | +54.0% |
| 3Y | +82.5% | +695.6% | -613.0% | +72.7% |
| 5Y | +80.0% | +13.6% | +66.4% | +78.0% |
| All | +182.2% | +2,667.4% | -2,485.2% | +134.3% |
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 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