+1,660.3%
PLTR vs CVNA
+54.5%
+1,605.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -4.1% | -7.3% | +3.2% | -2.2% |
| 30D | -2.2% | -4.6% | +2.4% | -1.5% |
| 3M | +27.6% | +2.0% | +25.6% | +25.7% |
| 6M | +10.3% | +11.7% | -1.4% | +5.5% |
| YTD | -5.9% | -18.1% | +12.1% | -3.0% |
| 1Y | +1.7% | -2.4% | +4.1% | -0.4% |
| 3Y | +959.1% | +580.6% | +378.5% | +483.5% |
| 5Y | +536.3% | +4.9% | +531.5% | +482.5% |
| All | +1,660.3% | +54.5% | +1,605.8% | +1,155.0% |
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