+81.9%
META vs CVNA
+25.1%
+56.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.5% |
| 7D | -0.8% | +7.7% | -8.5% | -1.9% |
| 30D | -15.4% | +17.2% | -32.6% | -17.5% |
| 3M | +3.5% | +7.7% | -4.1% | +2.0% |
| 6M | -0.3% | -5.5% | +5.3% | -0.3% |
| YTD | -7.3% | -12.8% | +5.5% | -6.9% |
| 1Y | -1.1% | +26.8% | -27.9% | -5.8% |
| 3Y | +95.1% | +1,007.0% | -911.9% | +37.2% |
| All | +81.9% | +25.1% | +56.8% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling