+1,453.6%
SMH vs CVNA
+2,461.5%
-1,007.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +0.3% | -7.3% | +7.5% | +1.3% |
| 30D | -2.8% | -4.6% | +1.8% | -2.3% |
| 3M | -6.7% | +2.0% | -8.7% | -7.5% |
| 6M | +41.8% | +11.7% | +30.0% | +38.4% |
| YTD | +57.9% | -18.1% | +75.9% | +59.7% |
| 1Y | +87.6% | -2.4% | +90.0% | +84.5% |
| 3Y | +282.9% | +580.6% | -297.6% | +178.5% |
| 5Y | +330.4% | +4.9% | +325.5% | +237.7% |
| All | +1,453.6% | +2,461.5% | -1,007.9% | +664.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling