+1,001.9%
TER vs CVNA
+2,503.0%
-1,501.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.7% | -2.9% |
| 7D | +9.4% | -4.3% | +13.7% | +10.1% |
| 30D | -2.4% | -2.4% | 0.0% | -2.3% |
| 3M | +6.5% | +4.5% | +2.0% | +5.0% |
| 6M | +23.2% | +10.2% | +12.9% | +20.3% |
| YTD | +91.5% | -16.7% | +108.2% | +93.9% |
| 1Y | +214.8% | -3.8% | +218.6% | +210.3% |
| 3Y | +275.3% | +648.3% | -373.0% | +161.1% |
| 5Y | +211.9% | +6.6% | +205.3% | +141.5% |
| All | +1,001.9% | +2,503.0% | -1,501.1% | +405.5% |
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