+331.0%
META vs CVNA
+2,604.4%
-2,273.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.6% |
| 7D | +3.3% | +2.4% | +0.8% | +2.9% |
| 30D | -10.8% | +14.6% | -25.3% | -12.7% |
| 3M | +7.9% | -1.5% | +9.4% | +7.6% |
| 6M | +5.4% | -6.3% | +11.7% | +5.5% |
| YTD | -2.6% | -13.5% | +10.9% | -2.0% |
| 1Y | +1.9% | +13.3% | -11.4% | -1.5% |
| 3Y | +97.0% | +1,150.8% | -1,053.8% | +33.2% |
| 5Y | +97.6% | +27.1% | +70.5% | +46.4% |
| All | +331.0% | +2,604.4% | -2,273.5% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling