+81.6%
KO vs CVNA
+6.4%
+75.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.4% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | +1.6% | -2.4% | +3.9% | +1.6% |
| 3M | +5.8% | +4.5% | +1.2% | +5.7% |
| 6M | +14.3% | +10.2% | +4.0% | +14.1% |
| YTD | +27.3% | -16.7% | +44.0% | +27.4% |
| 1Y | +33.2% | -3.8% | +36.9% | +32.9% |
| 3Y | +64.5% | +648.3% | -583.8% | +58.2% |
| All | +81.6% | +6.4% | +75.2% | +79.3% |
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