+3,065.8%
CVNA vs A
+177.7%
+2,888.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.1% | -3.2% |
| 7D | -4.3% | -4.6% | +0.3% | +0.2% |
| 30D | -2.4% | -4.3% | +1.9% | +1.6% |
| 3M | +4.5% | +8.9% | -4.4% | -4.5% |
| 6M | +10.2% | +24.5% | -14.3% | -14.5% |
| YTD | -16.7% | +5.8% | -22.5% | -24.1% |
| 1Y | -3.8% | +16.2% | -20.0% | -22.3% |
| 3Y | +648.3% | +28.5% | +619.8% | +398.3% |
| 5Y | +6.6% | -16.3% | +22.9% | +20.8% |
| All | +3,065.8% | +177.7% | +2,888.1% | +1,259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling