+404.4%
NFLX vs CVNA
+2,667.4%
-2,263.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.0% | +3.5% | -8.5% | -5.5% |
| 30D | +3.5% | +5.5% | -1.9% | +2.7% |
| 3M | -7.1% | +7.6% | -14.7% | -8.5% |
| 6M | -22.5% | +17.6% | -40.1% | -25.0% |
| YTD | -18.1% | -11.5% | -6.6% | -18.2% |
| 1Y | -38.3% | +0.4% | -38.7% | -40.0% |
| 3Y | +73.4% | +695.6% | -622.2% | +17.4% |
| 5Y | +26.7% | +13.6% | +13.1% | -6.3% |
| All | +404.4% | +2,667.4% | -2,263.0% | +125.0% |
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