+711.6%
MSFT vs CVNA
+2,662.6%
-1,951.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +2.7% | +7.4% | -4.7% | +1.9% |
| 3M | +17.0% | +12.7% | +4.3% | +15.0% |
| 6M | +23.8% | +17.9% | +5.9% | +20.9% |
| YTD | +4.0% | -11.6% | +15.6% | +4.0% |
| 1Y | -0.8% | +0.8% | -1.6% | -2.6% |
| 3Y | +55.6% | +633.4% | -577.8% | +20.2% |
| 5Y | +72.9% | +13.5% | +59.4% | +43.2% |
| All | +711.6% | +2,662.6% | -1,951.0% | +356.1% |
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