+63.6%
T vs CVNA
+2,503.0%
-2,439.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.7% |
| 7D | -2.4% | -4.3% | +1.8% | -2.3% |
| 30D | +4.3% | -2.4% | +6.7% | +4.3% |
| 3M | +11.6% | +4.5% | +7.1% | +11.2% |
| 6M | -5.6% | +10.2% | -15.8% | -6.2% |
| YTD | +6.6% | -16.7% | +23.3% | +6.7% |
| 1Y | -8.4% | -3.8% | -4.6% | -9.0% |
| 3Y | +107.8% | +648.3% | -540.5% | +85.7% |
| 5Y | +68.3% | +6.6% | +61.7% | +56.1% |
| All | +63.6% | +2,503.0% | -2,439.4% | +20.1% |
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 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