+51.2%
MSFT vs CVNA
+686.9%
-635.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -1.4% | +3.5% | -4.9% | -1.7% |
| 30D | -1.0% | +5.5% | -6.5% | -1.5% |
| 3M | +20.2% | +7.6% | +12.6% | +19.0% |
| 6M | +21.3% | +17.6% | +3.7% | +18.9% |
| YTD | +2.8% | -11.5% | +14.3% | +2.8% |
| 1Y | 0.0% | +0.4% | -0.4% | -1.5% |
| 3Y | +51.2% | +695.6% | -644.3% | +38.3% |
| All | +51.2% | +686.9% | -635.6% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling