+1,432.0%
SMCI vs CVNA
+2,503.0%
-1,071.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.4% |
| 7D | -1.3% | -4.3% | +3.0% | -0.6% |
| 30D | +18.3% | -2.4% | +20.7% | +18.6% |
| 3M | +27.7% | +4.5% | +23.2% | +26.2% |
| 6M | +17.6% | +10.2% | +7.3% | +16.0% |
| YTD | +27.7% | -16.7% | +44.4% | +30.0% |
| 1Y | -14.9% | -3.8% | -11.1% | -15.5% |
| 3Y | +33.2% | +648.3% | -615.1% | -1.2% |
| 5Y | +921.6% | +6.6% | +915.0% | +690.9% |
| All | +1,432.0% | +2,503.0% | -1,071.0% | +712.2% |
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