-49.5%
ORCL vs CVNA
+20.1%
-69.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.8% | -3.8% |
| 7D | -14.4% | +31.3% | -45.7% | -20.0% |
| 30D | -12.8% | +21.7% | -34.6% | -17.0% |
| 3M | -14.8% | +14.0% | -28.8% | -17.8% |
| 6M | -30.9% | +3.0% | -33.9% | -32.5% |
| YTD | -35.7% | -8.1% | -27.6% | -37.2% |
| 1Y | -49.5% | +25.2% | -74.7% | -56.5% |
| All | -49.5% | +20.1% | -69.6% | -56.5% |
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