+96.4%
SHOP vs CVNA
+675.5%
-579.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.9% |
| 7D | -10.6% | -1.0% | -9.6% | -10.3% |
| 30D | -18.3% | -1.0% | -17.3% | -18.2% |
| 3M | +14.8% | +5.5% | +9.4% | +12.1% |
| 6M | -5.0% | +11.8% | -16.8% | -9.3% |
| YTD | -21.2% | -13.0% | -8.2% | -19.6% |
| 1Y | -11.6% | -2.1% | -9.5% | -14.1% |
| All | +96.4% | +675.5% | -579.1% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling