+424.5%
ON vs CVNA
+2,662.6%
-2,238.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | -3.3% | +7.4% | -10.6% | -4.8% |
| 3M | -43.6% | +12.7% | -56.3% | -44.9% |
| 6M | +19.0% | +17.9% | +1.0% | +14.6% |
| YTD | +37.4% | -11.6% | +49.0% | +37.8% |
| 1Y | +54.8% | +0.8% | +54.0% | +50.7% |
| 3Y | -25.2% | +633.4% | -658.6% | -51.7% |
| 5Y | +62.7% | +13.5% | +49.2% | +19.6% |
| All | +424.5% | +2,662.6% | -2,238.1% | +98.4% |
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