+44.6%
SMCI vs CVNA
+630.6%
-586.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.8% |
| 7D | +1.3% | -7.3% | +8.6% | +3.6% |
| 30D | +6.6% | -4.6% | +11.2% | +7.9% |
| 3M | +25.4% | +2.0% | +23.5% | +23.0% |
| 6M | +26.1% | +11.7% | +14.4% | +21.5% |
| YTD | +37.0% | -18.1% | +55.1% | +41.6% |
| 1Y | -8.8% | -2.4% | -6.4% | -11.7% |
| 3Y | +44.6% | +580.6% | -536.0% | -24.3% |
| All | +44.6% | +630.6% | -586.0% | -24.3% |
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 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