+228.2%
TER vs CVNA
+12.1%
+216.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.3% |
| 7D | +12.4% | -1.0% | +13.4% | +12.5% |
| 30D | +5.1% | -1.0% | +6.1% | +5.1% |
| 3M | +4.0% | +5.5% | -1.5% | +2.6% |
| 6M | +29.5% | +11.8% | +17.7% | +26.7% |
| YTD | +98.5% | -13.0% | +111.5% | +99.4% |
| 1Y | +234.1% | -2.1% | +236.2% | +229.3% |
| 3Y | +289.0% | +681.6% | -392.6% | +192.3% |
| 5Y | +228.2% | +11.6% | +216.5% | +257.2% |
| All | +228.2% | +12.1% | +216.1% | +257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling