+1,735.1%
PLTR vs CVNA
+66.7%
+1,668.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.9% |
| 7D | -6.4% | +0.7% | -7.2% | -6.7% |
| 30D | +10.0% | +7.4% | +2.7% | +7.5% |
| 3M | +23.0% | +12.7% | +10.3% | +18.0% |
| 6M | +13.8% | +17.9% | -4.1% | +7.1% |
| YTD | -1.9% | -11.6% | +9.7% | -0.8% |
| 1Y | +11.6% | +0.8% | +10.9% | +8.3% |
| 3Y | +1,048.4% | +633.4% | +415.0% | +520.1% |
| 5Y | +554.4% | +13.5% | +540.9% | +486.5% |
| All | +1,735.1% | +66.7% | +1,668.4% | +1,182.8% |
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