+750.8%
MSFT vs CVNA
+2,580.4%
-1,829.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -1.3% | -1.6% | +0.4% | -1.1% |
| 30D | -1.8% | +24.9% | -26.7% | -4.1% |
| 3M | +5.6% | -1.8% | +7.4% | +5.4% |
| 6M | +29.8% | +3.5% | +26.3% | +28.3% |
| YTD | +9.0% | -14.3% | +23.3% | +9.0% |
| 1Y | +4.9% | +13.6% | -8.6% | +2.0% |
| 3Y | +46.2% | +1,163.4% | -1,117.2% | +7.4% |
| 5Y | +62.1% | +22.9% | +39.2% | +32.2% |
| All | +750.8% | +2,580.4% | -1,829.5% | +378.3% |
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 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