-8.4%
T vs CVNA
-6.7%
-1.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.3% |
| 7D | -2.4% | -4.3% | +1.8% | -2.8% |
| 30D | +4.3% | -2.4% | +6.7% | +4.2% |
| 3M | +11.6% | +4.5% | +7.1% | +12.5% |
| 6M | -5.6% | +10.2% | -15.8% | -4.1% |
| YTD | +6.6% | -16.7% | +23.3% | +5.5% |
| 1Y | -8.4% | -3.8% | -4.6% | -9.0% |
| All | -8.4% | -6.7% | -1.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling