-32.3%
ORCL vs CVNA
-1.7%
-30.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | +10.9% | -1.0% | +11.9% | +11.1% |
| 30D | +7.0% | -1.0% | +8.0% | +7.0% |
| 3M | -21.2% | +5.5% | -26.7% | -22.8% |
| 6M | +7.4% | +11.8% | -4.4% | +3.1% |
| YTD | -16.3% | -13.0% | -3.2% | -16.6% |
| 1Y | -32.3% | -2.1% | -30.2% | -35.4% |
| All | -32.3% | -1.7% | -30.6% | -35.4% |
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