+420.0%
ON vs CVNA
+2,523.7%
-2,103.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +0.9% |
| 7D | +17.0% | -1.7% | +18.7% | +17.4% |
| 30D | -3.9% | +17.3% | -21.2% | -6.7% |
| 3M | -11.5% | -2.3% | -9.2% | -11.8% |
| 6M | -29.2% | -3.9% | -25.3% | -29.5% |
| YTD | +36.2% | -16.1% | +52.2% | +37.3% |
| 1Y | +49.6% | +7.9% | +41.7% | +44.2% |
| 3Y | +9.4% | +1,113.4% | -1,104.0% | -34.8% |
| 5Y | +25.8% | +20.3% | +5.5% | -9.5% |
| All | +420.0% | +2,523.7% | -2,103.7% | +97.6% |
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