+9.5%
SNOW vs CVNA
+20.1%
-10.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -2.7% |
| 7D | -14.5% | +31.3% | -45.9% | -18.2% |
| 30D | -14.3% | +21.7% | -36.0% | -16.9% |
| 3M | -8.3% | +14.0% | -22.3% | -10.6% |
| 6M | +101.5% | +3.0% | +98.5% | +99.1% |
| YTD | +32.5% | -8.1% | +40.6% | +29.2% |
| 1Y | +9.5% | +25.2% | -15.7% | -6.4% |
| All | +9.5% | +20.1% | -10.6% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling