+339.5%
V vs CVNA
+2,662.6%
-2,323.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -1.7% | +0.7% | -2.5% | -1.8% |
| 30D | +2.0% | +7.4% | -5.4% | +1.3% |
| 3M | +17.4% | +12.7% | +4.7% | +15.9% |
| 6M | +17.5% | +17.9% | -0.4% | +15.3% |
| YTD | +7.6% | -11.6% | +19.2% | +7.6% |
| 1Y | +7.7% | +0.8% | +7.0% | +6.2% |
| 3Y | +54.7% | +633.4% | -578.8% | +26.1% |
| 5Y | +73.0% | +13.5% | +59.6% | +52.3% |
| All | +339.5% | +2,662.6% | -2,323.1% | +161.1% |
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