+399.8%
V vs CVNA
+2,580.4%
-2,180.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | +0.9% | -1.6% | +2.6% | +1.0% |
| 30D | +9.0% | +24.9% | -15.9% | +7.1% |
| 3M | +16.7% | -1.8% | +18.5% | +16.5% |
| 6M | +33.4% | +3.5% | +29.9% | +32.2% |
| YTD | +22.4% | -14.3% | +36.6% | +22.4% |
| 1Y | +27.7% | +13.6% | +14.1% | +24.9% |
| 3Y | +78.0% | +1,163.4% | -1,085.5% | +39.6% |
| 5Y | +108.5% | +22.9% | +85.6% | +81.0% |
| All | +399.8% | +2,580.4% | -2,180.6% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling