+310.0%
META vs CVNA
+2,624.8%
-2,314.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.6% |
| 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% | -5.9% |
| 3Y | +95.1% | +1,007.0% | -911.9% | +33.8% |
| 5Y | +80.6% | +23.5% | +57.1% | +34.3% |
| All | +310.0% | +2,624.8% | -2,314.8% | +106.0% |
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 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