+489.2%
SPCX vs CVNA
+177.3%
+311.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | +3.6% | -1.6% | +5.2% | +3.8% |
| 30D | -8.6% | +24.9% | -33.4% | -11.0% |
| 3M | -1.5% | -1.8% | +0.3% | -1.7% |
| 6M | +532.9% | +14.2% | +518.7% | +523.2% |
| YTD | +538.6% | -14.3% | +552.8% | +529.7% |
| 1Y | +442.9% | +13.6% | +429.3% | +433.9% |
| All | +489.2% | +177.3% | +311.9% | +462.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling