+1,169.1%
SOXX vs CVNA
+2,461.5%
-1,292.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +1.4% | -7.3% | +8.7% | +2.4% |
| 30D | -3.6% | -4.6% | +1.0% | -3.1% |
| 3M | -10.2% | +2.0% | -12.1% | -11.0% |
| 6M | +54.2% | +11.7% | +42.5% | +50.5% |
| YTD | +75.2% | -18.1% | +93.3% | +77.3% |
| 1Y | +107.5% | -2.4% | +109.9% | +104.0% |
| 3Y | +226.8% | +580.6% | -353.8% | +135.2% |
| 5Y | +251.2% | +4.9% | +246.3% | +172.8% |
| All | +1,169.1% | +2,461.5% | -1,292.4% | +509.6% |
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