+3,159.9%
CVNA vs A
+238.0%
+2,921.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.6% |
| 7D | -1.6% | -0.5% | -1.2% | -1.1% |
| 30D | +24.9% | 0.0% | +24.9% | +24.7% |
| 3M | -1.8% | +16.7% | -18.5% | -16.9% |
| 6M | +3.5% | +54.8% | -51.3% | -35.9% |
| YTD | -14.3% | +28.8% | -43.1% | -36.3% |
| 1Y | +13.6% | +19.3% | -5.7% | -9.3% |
| 3Y | +1,163.4% | +65.5% | +1,097.9% | +536.9% |
| 5Y | +22.9% | +12.1% | +10.8% | +3.8% |
| All | +3,159.9% | +238.0% | +2,921.9% | +1,039.7% |
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