+0.8%
CVNA vs ACWI
+23.6%
-22.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | +0.5% | +0.2% | -0.3% |
| 30D | +7.4% | +0.9% | +6.5% | +5.8% |
| 3M | +12.7% | +2.4% | +10.3% | +8.2% |
| 6M | +17.9% | +12.4% | +5.6% | -7.8% |
| YTD | -11.6% | +15.2% | -26.8% | -35.1% |
| 1Y | +0.8% | +22.7% | -22.0% | -29.3% |
| All | +0.8% | +23.6% | -22.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling