+1,773.4%
PANW vs CVNA
+2,503.0%
-729.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.5% |
| 7D | +2.0% | -4.3% | +6.3% | +2.5% |
| 30D | -11.8% | -2.4% | -9.4% | -11.8% |
| 3M | +28.6% | +4.5% | +24.1% | +27.2% |
| 6M | +104.4% | +10.2% | +94.2% | +99.8% |
| YTD | +83.8% | -16.7% | +100.5% | +85.1% |
| 1Y | +71.5% | -3.8% | +75.3% | +68.5% |
| 3Y | +172.2% | +648.3% | -476.1% | +96.5% |
| 5Y | +332.2% | +6.6% | +325.6% | +236.9% |
| All | +1,773.4% | +2,503.0% | -729.6% | +1,011.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling