+4.9%
MSFT vs CVNA
+11.0%
-6.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.6% |
| 3M | +5.6% | -1.8% | +7.4% | +5.6% |
| 6M | +29.8% | +3.5% | +26.3% | +28.9% |
| YTD | +9.0% | -14.3% | +23.3% | +8.0% |
| 1Y | +4.9% | +13.6% | -8.6% | -1.3% |
| All | +4.9% | +11.0% | -6.0% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling