+122.5%
CRWV vs CVNA
+69.9%
+52.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.5% |
| 7D | -0.4% | -7.3% | +6.9% | +2.7% |
| 30D | -17.4% | -4.6% | -12.8% | -16.0% |
| 3M | -7.1% | +2.0% | -9.0% | -9.9% |
| 6M | +8.6% | +11.7% | -3.2% | -0.5% |
| YTD | +24.3% | -18.1% | +42.3% | +28.8% |
| 1Y | -21.0% | -2.4% | -18.6% | -28.5% |
| All | +122.5% | +69.9% | +52.6% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling