+268.0%
SPY vs CVNA
+2,503.0%
-2,234.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.6% |
| 30D | -1.7% | -2.4% | +0.7% | -1.6% |
| 3M | +4.7% | +4.5% | +0.2% | +4.0% |
| 6M | +12.5% | +10.2% | +2.3% | +10.9% |
| YTD | +11.7% | -16.7% | +28.5% | +12.3% |
| 1Y | +17.5% | -3.8% | +21.2% | +16.2% |
| 3Y | +76.6% | +648.3% | -571.7% | +42.9% |
| 5Y | +82.0% | +6.6% | +75.5% | +56.0% |
| All | +268.0% | +2,503.0% | -2,234.9% | +125.2% |
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