+3,259.9%
CVNA vs ACWI
+200.0%
+3,059.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | +0.7% | +0.5% | +0.2% | -0.5% |
| 30D | +7.4% | +0.9% | +6.5% | +5.3% |
| 3M | +12.7% | +2.4% | +10.3% | +6.1% |
| 6M | +17.9% | +12.4% | +5.6% | -11.6% |
| YTD | -11.6% | +15.2% | -26.8% | -37.5% |
| 1Y | +0.8% | +22.7% | -22.0% | -38.6% |
| 3Y | +633.4% | +75.8% | +557.6% | +101.9% |
| 5Y | +13.5% | +67.7% | -54.2% | -56.6% |
| All | +3,259.9% | +200.0% | +3,059.9% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling