+3,265.8%
CVNA vs ACWI
+198.6%
+3,067.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +1.3% |
| 7D | +3.5% | +1.1% | +2.4% | +0.8% |
| 30D | +5.5% | -0.2% | +5.7% | +6.1% |
| 3M | +7.6% | +4.7% | +2.9% | -3.7% |
| 6M | +17.6% | +14.5% | +3.1% | -15.8% |
| YTD | -11.5% | +14.6% | -26.1% | -36.7% |
| 1Y | +0.4% | +21.4% | -21.1% | -37.2% |
| 3Y | +695.6% | +77.6% | +618.0% | +113.5% |
| 5Y | +13.6% | +68.1% | -54.5% | -56.7% |
| All | +3,265.8% | +198.6% | +3,067.1% | +366.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling