+401.1%
ON vs CVNA
+2,580.4%
-2,179.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.0% |
| 7D | +12.2% | -1.6% | +13.9% | +12.5% |
| 30D | -3.1% | +24.9% | -28.0% | -7.1% |
| 3M | -12.9% | -1.8% | -11.1% | -13.2% |
| 6M | -38.6% | +3.5% | -42.1% | -39.5% |
| YTD | +31.2% | -14.3% | +45.5% | +31.8% |
| 1Y | +47.6% | +13.6% | +34.0% | +41.0% |
| 3Y | +6.6% | +1,163.4% | -1,156.8% | -37.0% |
| 5Y | +21.3% | +22.9% | -1.6% | -13.1% |
| All | +401.1% | +2,580.4% | -2,179.2% | +89.7% |
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 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