+3,091.0%
CVNA vs ACWI
+190.1%
+2,900.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.7% |
| 7D | -1.7% | +2.7% | -4.4% | -7.9% |
| 30D | +17.3% | -2.6% | +19.9% | +25.2% |
| 3M | -2.3% | -3.2% | +0.9% | +6.1% |
| 6M | -3.9% | +1.9% | -5.8% | -8.4% |
| YTD | -16.1% | +11.3% | -27.4% | -35.5% |
| 1Y | +7.9% | +11.7% | -3.7% | -17.5% |
| 3Y | +1,113.4% | +74.4% | +1,039.0% | +236.4% |
| 5Y | +20.3% | +59.5% | -39.2% | -48.2% |
| All | +3,091.0% | +190.1% | +2,900.9% | +375.3% |
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 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