+135.3%
JPM vs CVNA
+22.2%
+113.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | +3.5% | -1.6% | +5.1% | +3.6% |
| 30D | +3.3% | +24.9% | -21.6% | +1.9% |
| 3M | -4.2% | -1.8% | -2.4% | -4.3% |
| 6M | +16.4% | +3.5% | +12.9% | +15.6% |
| YTD | +9.5% | -14.3% | +23.8% | +9.5% |
| 1Y | +14.0% | +13.6% | +0.4% | +12.3% |
| 3Y | +153.1% | +1,163.4% | -1,010.4% | +120.1% |
| All | +135.3% | +22.2% | +113.1% | +108.4% |
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