+331.0%
META vs CVNA
+2,724.4%
-2,393.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.5% | +4.6% |
| 7D | +5.7% | +5.9% | -0.2% | +4.8% |
| 30D | -10.8% | +19.7% | -30.4% | -13.3% |
| 3M | +8.4% | +7.6% | +0.8% | +6.8% |
| 6M | +5.4% | -2.2% | +7.5% | +4.8% |
| YTD | -2.6% | -9.6% | +7.1% | -2.6% |
| 1Y | +3.5% | +25.4% | -21.9% | -1.3% |
| 3Y | +102.0% | +1,152.6% | -1,050.6% | +36.5% |
| 5Y | +93.1% | +28.9% | +64.2% | +42.8% |
| All | +331.0% | +2,724.4% | -2,393.5% | +115.5% |
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 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