+29.6%
SNOW vs CVNA
+100.8%
-71.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -2.4% | -7.3% | +4.9% | -0.8% |
| 30D | -1.0% | -4.6% | +3.6% | -0.4% |
| 3M | +36.9% | +2.0% | +34.9% | +34.4% |
| 6M | +83.4% | +11.7% | +71.6% | +75.3% |
| YTD | +50.0% | -18.1% | +68.0% | +52.7% |
| 1Y | +46.5% | -2.4% | +48.9% | +41.5% |
| 3Y | +93.3% | +580.6% | -487.2% | +7.6% |
| 5Y | +3.3% | +4.9% | -1.6% | -7.9% |
| All | +29.6% | +100.8% | -71.2% | -8.0% |
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