+5.3%
WMT vs CVNA
-6.0%
+11.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | 0.0% | -7.3% | +7.3% | -0.1% |
| 30D | -7.4% | -4.6% | -2.8% | -7.4% |
| 3M | -10.9% | +2.0% | -12.8% | -10.8% |
| 6M | -12.7% | +11.7% | -24.4% | -12.4% |
| YTD | -3.2% | -18.1% | +14.8% | -3.3% |
| 1Y | +5.3% | -2.4% | +7.6% | +5.5% |
| All | +5.3% | -6.0% | +11.2% | +5.5% |
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