+408.5%
NFLX vs CVNA
+2,461.5%
-2,052.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | -1.1% | -7.3% | +6.2% | -0.1% |
| 30D | +4.3% | -4.6% | +8.9% | +4.8% |
| 3M | -4.8% | +2.0% | -6.7% | -5.5% |
| 6M | -18.4% | +11.7% | -30.2% | -20.6% |
| YTD | -17.4% | -18.1% | +0.6% | -16.7% |
| 1Y | -35.7% | -2.4% | -33.3% | -37.2% |
| 3Y | +73.8% | +580.6% | -506.8% | +20.3% |
| 5Y | +29.3% | +4.9% | +24.4% | -3.4% |
| All | +408.5% | +2,461.5% | -2,052.9% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling