+65.5%
T vs CVNA
+1,126.0%
-1,060.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | +1.6% | -1.7% | +3.4% | +1.6% |
| 30D | -2.9% | +17.3% | -20.2% | -2.8% |
| 3M | -7.5% | -2.3% | -5.2% | -7.5% |
| 6M | -9.9% | -3.9% | -6.0% | -9.8% |
| YTD | -6.4% | -16.1% | +9.6% | -6.5% |
| 1Y | -9.4% | +7.9% | -17.3% | -9.6% |
| All | +65.5% | +1,126.0% | -1,060.5% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling