+492.5%
MA vs CVNA
+2,624.8%
-2,132.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +2.3% | +7.7% | -5.4% | +1.6% |
| 30D | +14.7% | +17.2% | -2.6% | +13.0% |
| 3M | +13.5% | +7.7% | +5.8% | +12.4% |
| 6M | +33.1% | -5.5% | +38.6% | +32.8% |
| YTD | +15.1% | -12.8% | +27.9% | +15.0% |
| 1Y | +18.7% | +26.8% | -8.1% | +14.7% |
| 3Y | +72.1% | +1,007.0% | -934.9% | +31.4% |
| 5Y | +92.8% | +23.5% | +69.3% | +64.5% |
| All | +492.5% | +2,624.8% | -2,132.3% | +229.0% |
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