+162.3%
JPM vs CVNA
+675.5%
-513.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | +13.9% | +5.5% | +8.5% | +12.8% |
| 6M | +23.5% | +11.8% | +11.7% | +21.1% |
| YTD | +11.6% | -13.0% | +24.7% | +11.8% |
| 1Y | +21.4% | -2.1% | +23.5% | +19.4% |
| All | +162.3% | +675.5% | -513.2% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling