-28.0%
ORCL vs CVNA
+2.4%
-30.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.7% |
| 7D | +5.3% | +0.7% | +4.5% | +5.1% |
| 30D | +10.0% | +7.4% | +2.6% | +8.1% |
| 3M | -32.6% | +12.7% | -45.3% | -34.9% |
| 6M | +4.9% | +17.9% | -13.0% | -0.3% |
| YTD | -17.8% | -11.6% | -6.1% | -18.3% |
| 1Y | -28.0% | +0.8% | -28.7% | -30.5% |
| All | -28.0% | +2.4% | -30.3% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling