+192.6%
CRM vs CVNA
+2,461.5%
-2,268.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | -4.4% | -7.3% | +2.8% | -3.5% |
| 30D | +28.1% | -4.6% | +32.7% | +28.7% |
| 3M | +48.8% | +2.0% | +46.8% | +47.7% |
| 6M | +28.3% | +11.7% | +16.5% | +25.2% |
| YTD | -6.0% | -18.1% | +12.0% | -4.9% |
| 1Y | +1.4% | -2.4% | +3.8% | -0.4% |
| 3Y | +11.8% | +580.6% | -568.7% | -19.4% |
| 5Y | -2.0% | +4.9% | -6.9% | -24.3% |
| All | +192.6% | +2,461.5% | -2,268.9% | +46.0% |
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