+26.2%
KLAC vs CVNA
+20.1%
+6.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -6.0% |
| 7D | -5.7% | +31.3% | -37.0% | -11.8% |
| 30D | -27.6% | +21.7% | -49.3% | -31.2% |
| 3M | -23.3% | +14.0% | -37.3% | -26.5% |
| 6M | -12.4% | +3.0% | -15.4% | -14.6% |
| YTD | +23.7% | -8.1% | +31.8% | +21.4% |
| 1Y | +26.2% | +25.2% | +1.0% | +6.9% |
| All | +26.2% | +20.1% | +6.1% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling