+29.3%
V vs CVNA
+20.1%
+9.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.8% | -5.0% | +3.1% |
| 7D | +9.0% | +31.3% | -22.4% | +6.6% |
| 30D | +18.1% | +21.7% | -3.6% | +16.1% |
| 3M | +18.3% | +14.0% | +4.3% | +16.7% |
| 6M | +34.1% | +3.0% | +31.1% | +32.8% |
| YTD | +25.2% | -8.1% | +33.3% | +22.8% |
| 1Y | +29.3% | +25.2% | +4.1% | +22.6% |
| All | +29.3% | +20.1% | +9.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling