-15.7%
SHOP vs CVNA
+12.1%
-27.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.0% |
| 7D | -10.6% | -1.0% | -9.6% | -10.4% |
| 30D | -18.3% | -1.0% | -17.3% | -18.2% |
| 3M | +14.8% | +5.5% | +9.4% | +12.7% |
| 6M | -5.0% | +11.8% | -16.8% | -8.4% |
| YTD | -21.2% | -13.0% | -8.2% | -19.6% |
| 1Y | -11.6% | -2.1% | -9.5% | -13.3% |
| 3Y | +101.2% | +681.6% | -580.4% | +9.3% |
| 5Y | -15.7% | +11.6% | -27.3% | +3.4% |
| All | -15.7% | +12.1% | -27.8% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling