+10.6%
ON vs CVNA
+1,126.0%
-1,115.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +1.0% |
| 7D | +17.0% | -1.7% | +18.7% | +17.4% |
| 30D | -3.9% | +17.3% | -21.2% | -7.1% |
| 3M | -11.5% | -2.3% | -9.2% | -11.8% |
| 6M | -29.2% | -3.9% | -25.3% | -29.6% |
| YTD | +36.2% | -16.1% | +52.2% | +36.7% |
| 1Y | +49.6% | +7.9% | +41.7% | +42.4% |
| All | +10.6% | +1,126.0% | -1,115.4% | -32.7% |
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 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