+3,335.1%
CVNA vs ACWI
+189.8%
+3,145.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | -2.7% |
| 7D | +5.9% | +0.3% | +5.6% | +5.3% |
| 30D | +19.7% | -2.8% | +22.5% | +28.5% |
| 3M | +7.6% | -3.2% | +10.8% | +16.7% |
| 6M | -2.2% | +1.3% | -3.4% | -5.4% |
| YTD | -9.6% | +11.2% | -20.9% | -30.4% |
| 1Y | +25.4% | +13.8% | +11.7% | -8.4% |
| 3Y | +1,152.6% | +76.2% | +1,076.4% | +237.8% |
| 5Y | +28.9% | +59.5% | -30.6% | -44.5% |
| All | +3,335.1% | +189.8% | +3,145.4% | +412.8% |
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