+1,810.3%
SHOP vs CVNA
+2,662.6%
-852.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -5.1% | +0.7% | -5.9% | -5.3% |
| 30D | +0.6% | +7.4% | -6.8% | -1.5% |
| 3M | +25.0% | +12.7% | +12.3% | +20.5% |
| 6M | +11.9% | +17.9% | -6.0% | +6.3% |
| YTD | -9.9% | -11.6% | +1.8% | -8.3% |
| 1Y | 0.0% | +0.8% | -0.8% | -2.7% |
| 3Y | +117.5% | +633.4% | -515.9% | +16.7% |
| 5Y | -6.6% | +13.5% | -20.1% | -42.3% |
| All | +1,810.3% | +2,662.6% | -852.3% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling