+1,163.4%
CVNA vs ACWI
+74.6%
+1,088.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.8% |
| 7D | -1.6% | +2.4% | -4.1% | -7.1% |
| 30D | +24.9% | -1.7% | +26.5% | +30.1% |
| 3M | -1.8% | -3.9% | +2.1% | +8.5% |
| 6M | +3.5% | +0.8% | +2.7% | +1.6% |
| YTD | -14.3% | +11.0% | -25.3% | -34.0% |
| 1Y | +13.6% | +13.1% | +0.5% | -16.5% |
| 3Y | +1,163.4% | +73.9% | +1,089.6% | +96.9% |
| All | +1,163.4% | +74.6% | +1,088.9% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling