+43.6%
T vs CVNA
+2,580.4%
-2,536.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +2.5% | -1.6% | +4.2% | +2.6% |
| 30D | -3.8% | +24.9% | -28.6% | -4.5% |
| 3M | -8.7% | -1.8% | -6.9% | -8.8% |
| 6M | -8.1% | +3.5% | -11.7% | -8.5% |
| YTD | -6.4% | -14.3% | +7.8% | -6.6% |
| 1Y | -9.8% | +13.6% | -23.4% | -10.9% |
| 3Y | +65.5% | +1,163.4% | -1,098.0% | +44.9% |
| 5Y | +57.0% | +22.9% | +34.1% | +44.3% |
| All | +43.6% | +2,580.4% | -2,536.8% | +5.2% |
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