+425.0%
MA vs CVNA
+2,662.6%
-2,237.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +1.5% | +7.4% | -5.8% | +0.8% |
| 3M | +20.4% | +12.7% | +7.7% | +18.7% |
| 6M | +11.1% | +17.9% | -6.8% | +8.8% |
| YTD | +2.0% | -11.6% | +13.6% | +2.0% |
| 1Y | -2.2% | +0.8% | -2.9% | -3.7% |
| 3Y | +41.9% | +633.4% | -591.5% | +12.0% |
| 5Y | +75.4% | +13.5% | +61.9% | +52.0% |
| All | +425.0% | +2,662.6% | -2,237.6% | +191.8% |
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