+498.1%
MA vs CVNA
+2,604.4%
-2,106.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.8% |
| 7D | +1.8% | +2.4% | -0.6% | +1.6% |
| 30D | +11.8% | +14.6% | -2.7% | +10.4% |
| 3M | +17.2% | -1.5% | +18.7% | +16.9% |
| 6M | +33.4% | -6.3% | +39.7% | +33.2% |
| YTD | +16.1% | -13.5% | +29.6% | +16.2% |
| 1Y | +19.9% | +13.3% | +6.6% | +17.0% |
| 3Y | +70.1% | +1,150.8% | -1,080.7% | +28.5% |
| 5Y | +89.6% | +27.1% | +62.5% | +61.0% |
| All | +498.1% | +2,604.4% | -2,106.4% | +232.3% |
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 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