+394.9%
ON vs CVNA
+2,503.0%
-2,108.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.4% |
| 7D | -4.7% | -4.3% | -0.4% | -4.0% |
| 30D | -13.5% | -2.4% | -11.1% | -13.4% |
| 3M | -36.3% | +4.5% | -40.8% | -37.0% |
| 6M | +17.8% | +10.2% | +7.5% | +14.8% |
| YTD | +29.6% | -16.7% | +46.3% | +31.4% |
| 1Y | +45.8% | -3.8% | +49.6% | +43.1% |
| 3Y | -28.3% | +648.3% | -676.6% | -53.9% |
| 5Y | +49.6% | +6.6% | +43.1% | +11.2% |
| All | +394.9% | +2,503.0% | -2,108.1% | +89.1% |
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