+695.6%
CVNA vs AA
+89.1%
+606.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -1.3% |
| 7D | +3.5% | +1.7% | +1.9% | +2.8% |
| 30D | +5.5% | +3.3% | +2.1% | +3.5% |
| 3M | +7.6% | -29.4% | +37.0% | +22.4% |
| 6M | +17.6% | -12.8% | +30.4% | +16.9% |
| YTD | -11.5% | -2.1% | -9.3% | -17.9% |
| 1Y | +0.4% | +62.8% | -62.4% | -29.7% |
| 3Y | +695.6% | +90.5% | +605.1% | +335.5% |
| All | +695.6% | +89.1% | +606.4% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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