+311.9%
NFLX vs CVNA
+2,523.7%
-2,211.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.3% |
| 7D | -4.4% | -1.7% | -2.7% | -4.2% |
| 30D | -11.0% | +17.3% | -28.3% | -13.2% |
| 3M | -15.5% | -2.3% | -13.3% | -15.7% |
| 6M | -28.5% | -3.9% | -24.6% | -28.8% |
| YTD | -33.1% | -16.1% | -17.1% | -32.9% |
| 1Y | -45.8% | +7.9% | -53.8% | -47.8% |
| 3Y | +40.2% | +1,113.4% | -1,073.3% | -10.2% |
| 5Y | -8.2% | +20.3% | -28.5% | -33.0% |
| All | +311.9% | +2,523.7% | -2,211.8% | +84.4% |
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