+418.8%
JPM vs CVNA
+2,667.4%
-2,248.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.4% | +3.5% | -3.9% | -0.7% |
| 30D | -1.1% | +5.5% | -6.6% | -1.6% |
| 3M | +14.1% | +7.6% | +6.6% | +13.1% |
| 6M | +23.3% | +17.6% | +5.7% | +21.1% |
| YTD | +11.3% | -11.5% | +22.7% | +11.3% |
| 1Y | +23.0% | +0.4% | +22.6% | +21.4% |
| 3Y | +162.6% | +695.6% | -533.0% | +117.8% |
| 5Y | +152.8% | +13.6% | +139.2% | +124.2% |
| All | +418.8% | +2,667.4% | -2,248.6% | +216.1% |
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