+32.1%
SNOW vs CVNA
+116.9%
-84.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.9% | +3.5% | +1.4% | +4.0% |
| 30D | +1.5% | +5.5% | -3.9% | -0.2% |
| 3M | +39.5% | +7.6% | +31.9% | +35.4% |
| 6M | +85.9% | +17.6% | +68.3% | +75.8% |
| YTD | +52.9% | -11.5% | +64.4% | +53.0% |
| 1Y | +48.1% | +0.4% | +47.7% | +42.2% |
| 3Y | +102.2% | +695.6% | -593.4% | +8.5% |
| 5Y | +5.5% | +13.6% | -8.1% | -7.6% |
| All | +32.1% | +116.9% | -84.8% | -7.8% |
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