-0.8%
CRM vs CVNA
+4.7%
-5.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | -4.4% | -7.3% | +2.8% | -3.6% |
| 30D | +28.1% | -4.6% | +32.7% | +28.6% |
| 3M | +48.8% | +2.0% | +46.8% | +47.8% |
| 6M | +28.3% | +11.7% | +16.5% | +25.5% |
| YTD | -6.0% | -18.1% | +12.0% | -5.1% |
| 1Y | +1.4% | -2.4% | +3.8% | -0.2% |
| 3Y | +11.8% | +580.6% | -568.7% | -15.3% |
| All | -0.8% | +4.7% | -5.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling