+67.5%
MA vs CVNA
+13.0%
+54.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -1.8% | +3.5% | -5.3% | -1.9% |
| 30D | +1.4% | +5.5% | -4.1% | +1.1% |
| 3M | +17.7% | +7.6% | +10.2% | +17.0% |
| 6M | +9.7% | +17.6% | -7.9% | +8.3% |
| YTD | +0.5% | -11.5% | +12.0% | +0.5% |
| 1Y | -2.1% | +0.4% | -2.4% | -3.0% |
| 3Y | +40.1% | +695.6% | -655.5% | +22.5% |
| 5Y | +67.5% | +13.6% | +53.9% | +93.5% |
| All | +67.5% | +13.0% | +54.5% | +93.5% |
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