+206.8%
ORCL vs CVNA
+2,724.4%
-2,517.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.9% |
| 7D | +0.5% | +5.9% | -5.4% | 0.0% |
| 30D | -15.3% | +19.7% | -34.9% | -16.6% |
| 3M | -18.2% | +7.6% | -25.9% | -18.9% |
| 6M | -38.4% | -2.2% | -36.3% | -38.7% |
| YTD | -37.7% | -9.6% | -28.1% | -37.8% |
| 1Y | -49.3% | +25.4% | -74.7% | -50.6% |
| 3Y | +10.6% | +1,152.6% | -1,142.0% | -10.0% |
| 5Y | +35.5% | +28.9% | +6.6% | +17.3% |
| All | +206.8% | +2,724.4% | -2,517.7% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling