+7.1%
CRM vs CVNA
+2.4%
+4.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.2% |
| 7D | +1.3% | +0.7% | +0.5% | +1.1% |
| 30D | +34.3% | +7.4% | +27.0% | +32.8% |
| 3M | +37.7% | +12.7% | +25.0% | +34.8% |
| 6M | +34.9% | +17.9% | +17.0% | +31.4% |
| YTD | -1.6% | -11.6% | +10.0% | -1.3% |
| 1Y | +7.1% | +0.8% | +6.4% | +4.1% |
| All | +7.1% | +2.4% | +4.8% | +4.1% |
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 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