+27.0%
NFLX vs CVNA
+5.9%
+21.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.5% |
| 7D | -8.1% | -4.3% | -3.8% | -7.6% |
| 30D | +1.6% | -2.4% | +4.0% | +1.8% |
| 3M | -7.3% | +4.5% | -11.8% | -8.3% |
| 6M | -21.6% | +10.2% | -31.8% | -23.4% |
| YTD | -18.9% | -16.7% | -2.2% | -18.4% |
| 1Y | -39.1% | -3.8% | -35.3% | -40.3% |
| 3Y | +71.7% | +648.3% | -576.6% | +21.3% |
| 5Y | +27.0% | +6.6% | +20.4% | +42.7% |
| All | +27.0% | +5.9% | +21.1% | +42.7% |
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