+2,123.7%
KLAC vs CVNA
+2,667.4%
-543.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +10.6% | +3.5% | +7.1% | +10.1% |
| 30D | -4.5% | +5.5% | -10.0% | -5.4% |
| 3M | -10.3% | +7.6% | -17.8% | -11.8% |
| 6M | +40.9% | +17.6% | +23.3% | +36.4% |
| YTD | +56.1% | -11.5% | +67.6% | +56.7% |
| 1Y | +109.0% | +0.4% | +108.7% | +105.2% |
| 3Y | +288.8% | +695.6% | -406.7% | +173.3% |
| 5Y | +489.1% | +13.6% | +475.6% | +366.5% |
| All | +2,123.7% | +2,667.4% | -543.7% | +927.3% |
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 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