+135.5%
SHOP vs CVNA
+1,126.0%
-990.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.4% |
| 7D | +2.1% | -1.7% | +3.8% | +2.7% |
| 30D | -16.8% | +17.3% | -34.2% | -21.0% |
| 3M | -2.4% | -2.3% | -0.2% | -2.7% |
| 6M | +47.0% | -3.9% | +50.9% | +46.4% |
| YTD | -8.8% | -16.1% | +7.3% | -6.8% |
| 1Y | -6.3% | +7.9% | -14.2% | -11.0% |
| All | +135.5% | +1,126.0% | -990.6% | +38.1% |
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