+0.5%
SHOP vs CVNA
+11.0%
-10.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.6% |
| 7D | -1.2% | -1.6% | +0.4% | -0.6% |
| 30D | -14.7% | +24.9% | -39.6% | -21.5% |
| 3M | -7.2% | -1.8% | -5.4% | -7.0% |
| 6M | +54.2% | +3.5% | +50.6% | +49.5% |
| YTD | -8.6% | -14.3% | +5.6% | -10.1% |
| 1Y | +0.5% | +13.6% | -13.1% | -5.2% |
| All | +0.5% | +11.0% | -10.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling