+23.9%
ONDS vs CVNA
+61.0%
-37.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +8.2% | +3.5% | +4.7% | +7.3% |
| 30D | -16.4% | +5.5% | -21.8% | -17.8% |
| 3M | -26.0% | +7.6% | -33.6% | -28.2% |
| 6M | -22.5% | +17.6% | -40.1% | -26.5% |
| YTD | -21.9% | -11.5% | -10.5% | -21.0% |
| 1Y | +25.7% | +0.4% | +25.4% | +22.3% |
| 3Y | +735.5% | +695.6% | +40.0% | +357.9% |
| 5Y | -0.1% | +13.6% | -13.7% | -20.7% |
| All | +23.9% | +61.0% | -37.1% | -6.7% |
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 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