+13.8%
ORCL vs CVNA
+1,152.5%
-1,138.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.7% |
| 7D | +8.0% | -1.6% | +9.6% | +8.2% |
| 30D | -4.0% | +24.9% | -28.8% | -7.7% |
| 3M | -19.5% | -1.8% | -17.7% | -19.7% |
| 6M | -33.5% | +3.5% | -37.0% | -34.6% |
| YTD | -34.8% | -14.3% | -20.6% | -34.7% |
| 1Y | -41.6% | +13.6% | -55.2% | -43.8% |
| 3Y | +13.8% | +1,163.4% | -1,149.7% | -11.3% |
| All | +13.8% | +1,152.5% | -1,138.7% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling