+1,516.4%
LLY vs CVNA
+2,662.6%
-1,146.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -2.1% | +0.7% | -2.9% | -2.2% |
| 30D | -1.6% | +7.4% | -9.0% | -1.9% |
| 3M | +2.3% | +12.7% | -10.4% | +1.8% |
| 6M | +14.9% | +17.9% | -3.0% | +14.0% |
| YTD | +7.5% | -11.6% | +19.1% | +7.5% |
| 1Y | +55.7% | +0.8% | +54.9% | +54.7% |
| 3Y | +110.6% | +633.4% | -522.8% | +94.4% |
| 5Y | +363.4% | +13.5% | +349.9% | +345.0% |
| All | +1,516.4% | +2,662.6% | -1,146.2% | +1,129.6% |
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