+70.7%
NFLX vs CVNA
+675.5%
-604.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -8.1% | -1.0% | -7.1% | -8.0% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | -6.6% | +5.5% | -12.1% | -7.4% |
| 6M | -22.7% | +11.8% | -34.5% | -24.1% |
| YTD | -18.9% | -13.0% | -5.9% | -18.8% |
| 1Y | -39.8% | -2.1% | -37.7% | -40.8% |
| All | +70.7% | +675.5% | -604.8% | +45.8% |
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 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