+1,469.3%
SMH vs CVNA
+2,618.9%
-1,149.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | +4.3% | -1.0% | +5.3% | +4.5% |
| 30D | +0.9% | -1.0% | +1.9% | +0.8% |
| 3M | -2.8% | +5.5% | -8.3% | -4.1% |
| 6M | +45.6% | +11.8% | +33.8% | +42.1% |
| YTD | +59.5% | -13.0% | +72.5% | +60.1% |
| 1Y | +93.4% | -2.1% | +95.6% | +90.1% |
| 3Y | +287.1% | +681.6% | -394.5% | +176.5% |
| 5Y | +338.0% | +11.6% | +326.4% | +240.8% |
| All | +1,469.3% | +2,618.9% | -1,149.6% | +665.7% |
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