+191.2%
TER vs CVNA
+1,152.5%
-961.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.5% | -5.8% |
| 7D | +14.4% | -1.6% | +16.0% | +14.7% |
| 30D | -30.6% | +24.9% | -55.4% | -33.8% |
| 3M | -39.2% | -1.8% | -37.4% | -39.5% |
| 6M | -31.3% | +3.5% | -34.8% | -33.0% |
| YTD | +29.1% | -14.3% | +43.3% | +29.1% |
| 1Y | +47.4% | +13.6% | +33.8% | +39.3% |
| 3Y | +191.2% | +1,163.4% | -972.2% | +81.8% |
| All | +191.2% | +1,152.5% | -961.3% | +81.8% |
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