+49.9%
TSLA vs CVNA
+10.6%
+39.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | +11.2% | -1.0% | +12.2% | +11.1% |
| 3M | -7.3% | +5.5% | -12.7% | -8.8% |
| 6M | -7.7% | +11.8% | -19.6% | -10.7% |
| YTD | -18.2% | -13.0% | -5.2% | -17.7% |
| 1Y | +6.0% | -2.1% | +8.1% | +3.6% |
| 3Y | +48.0% | +681.6% | -633.6% | -4.8% |
| All | +49.9% | +10.6% | +39.3% | +31.9% |
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