+1,595.7%
SHOP vs CVNA
+2,461.5%
-865.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | -11.2% | -7.3% | -4.0% | -9.5% |
| 30D | -14.4% | -4.6% | -9.8% | -13.5% |
| 3M | +16.6% | +2.0% | +14.6% | +15.3% |
| 6M | -0.6% | +11.7% | -12.3% | -4.2% |
| YTD | -20.0% | -18.1% | -1.9% | -17.0% |
| 1Y | -11.2% | -2.4% | -8.8% | -12.8% |
| 3Y | +99.5% | +580.6% | -481.1% | +9.2% |
| 5Y | -13.2% | +4.9% | -18.1% | -45.3% |
| All | +1,595.7% | +2,461.5% | -865.8% | +510.3% |
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 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