+82.0%
SPY vs CVNA
+5.9%
+76.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.7% |
| 30D | -1.7% | -2.4% | +0.7% | -1.6% |
| 3M | +4.7% | +4.5% | +0.2% | +4.1% |
| 6M | +12.5% | +10.2% | +2.3% | +11.2% |
| YTD | +11.7% | -16.7% | +28.5% | +12.2% |
| 1Y | +17.5% | -3.8% | +21.2% | +16.4% |
| 3Y | +76.6% | +648.3% | -571.7% | +50.4% |
| 5Y | +82.0% | +6.6% | +75.5% | +83.1% |
| All | +82.0% | +5.9% | +76.1% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling