+312.4%
ORCL vs CVNA
+2,618.9%
-2,306.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | +10.9% | -1.0% | +11.9% | +11.0% |
| 30D | +7.0% | -1.0% | +8.0% | +7.0% |
| 3M | -21.2% | +5.5% | -26.7% | -21.7% |
| 6M | +7.4% | +11.8% | -4.4% | +6.0% |
| YTD | -16.3% | -13.0% | -3.2% | -15.9% |
| 1Y | -32.3% | -2.1% | -30.2% | -32.9% |
| 3Y | +32.6% | +681.6% | -649.1% | +11.0% |
| 5Y | +93.1% | +11.6% | +81.5% | +69.5% |
| All | +312.4% | +2,618.9% | -2,306.5% | +156.0% |
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