+61.8%
MSFT vs CVNA
+22.1%
+39.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.7% |
| 7D | -2.4% | -1.7% | -0.7% | -2.3% |
| 30D | -3.8% | +17.3% | -21.1% | -5.0% |
| 3M | +6.4% | -2.3% | +8.7% | +6.3% |
| 6M | +28.8% | -3.9% | +32.7% | +28.3% |
| YTD | +8.8% | -16.1% | +24.9% | +9.0% |
| 1Y | +3.2% | +7.9% | -4.8% | +1.4% |
| 3Y | +44.8% | +1,113.4% | -1,068.6% | +16.8% |
| 5Y | +61.8% | +20.3% | +41.5% | +68.8% |
| All | +61.8% | +22.1% | +39.7% | +68.8% |
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