-27.5%
ON vs CVNA
+675.5%
-703.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.2% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -11.0% | -1.0% | -10.0% | -11.1% |
| 3M | -39.3% | +5.5% | -44.8% | -40.3% |
| 6M | +19.8% | +11.8% | +8.0% | +15.6% |
| YTD | +31.1% | -13.0% | +44.1% | +31.4% |
| 1Y | +46.0% | -2.1% | +48.1% | +41.4% |
| All | -27.5% | +675.5% | -703.0% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling