+430.6%
KLAC vs CVNA
+5.9%
+424.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.1% | -2.6% |
| 7D | +2.5% | -4.3% | +6.7% | +3.0% |
| 30D | -11.5% | -2.4% | -9.1% | -11.4% |
| 3M | -16.9% | +4.5% | -21.4% | -17.8% |
| 6M | +22.2% | +10.2% | +12.0% | +20.0% |
| YTD | +46.4% | -16.7% | +63.1% | +47.8% |
| 1Y | +91.0% | -3.8% | +94.8% | +89.2% |
| 3Y | +264.6% | +648.3% | -383.7% | +184.2% |
| 5Y | +430.6% | +6.6% | +424.0% | +517.3% |
| All | +430.6% | +5.9% | +424.7% | +517.3% |
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 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