-37.8%
NFLX vs CVNA
+2.4%
-40.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.5% |
| 7D | -4.2% | +0.7% | -5.0% | -4.3% |
| 30D | +5.5% | +7.4% | -1.9% | +4.9% |
| 3M | -4.1% | +12.7% | -16.7% | -4.9% |
| 6M | -20.7% | +17.9% | -38.6% | -22.0% |
| YTD | -16.5% | -11.6% | -4.9% | -17.1% |
| 1Y | -37.8% | +0.8% | -38.5% | -39.3% |
| All | -37.8% | +2.4% | -40.1% | -39.3% |
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