+43.6%
T vs CVNA
+2,523.7%
-2,480.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.2% |
| 7D | +1.6% | -1.7% | +3.4% | +1.7% |
| 30D | -2.9% | +17.3% | -20.2% | -3.5% |
| 3M | -7.5% | -2.3% | -5.2% | -7.6% |
| 6M | -9.9% | -3.9% | -6.0% | -10.1% |
| YTD | -6.4% | -16.1% | +9.6% | -6.5% |
| 1Y | -9.4% | +7.9% | -17.3% | -10.4% |
| 3Y | +64.9% | +1,113.4% | -1,048.6% | +44.5% |
| 5Y | +57.0% | +20.3% | +36.7% | +44.4% |
| All | +43.6% | +2,523.7% | -2,480.1% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling