+422.8%
JPM vs CVNA
+2,461.5%
-2,038.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +0.9% |
| 7D | -0.7% | -7.3% | +6.6% | -0.1% |
| 30D | -2.5% | -4.6% | +2.1% | -2.2% |
| 3M | +14.1% | +2.0% | +12.2% | +13.6% |
| 6M | +25.1% | +11.7% | +13.4% | +23.3% |
| YTD | +12.1% | -18.1% | +30.2% | +12.8% |
| 1Y | +18.8% | -2.4% | +21.2% | +17.5% |
| 3Y | +163.4% | +580.6% | -417.2% | +120.9% |
| 5Y | +156.5% | +4.9% | +151.7% | +128.9% |
| All | +422.8% | +2,461.5% | -2,038.7% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling