+62.8%
META vs CVNA
+13.0%
+49.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +6.7% | +0.7% | +6.0% | +6.6% |
| 30D | +4.8% | +7.4% | -2.6% | +3.6% |
| 3M | -1.6% | +12.7% | -14.3% | -3.6% |
| 6M | -7.5% | +17.9% | -25.4% | -10.2% |
| YTD | -6.4% | -11.6% | +5.2% | -5.9% |
| 1Y | -17.3% | +0.8% | -18.1% | -18.8% |
| 3Y | +109.9% | +633.4% | -523.5% | +54.4% |
| All | +62.8% | +13.0% | +49.8% | +73.0% |
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