+580.6%
CVNA vs AMCR
+6.5%
+574.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.6% |
| 7D | -7.3% | -6.3% | -1.0% | -3.6% |
| 30D | -4.6% | -7.8% | +3.2% | +0.1% |
| 3M | +2.0% | +7.5% | -5.6% | -2.2% |
| 6M | +11.7% | +2.7% | +9.0% | +9.6% |
| YTD | -18.1% | +6.0% | -24.1% | -23.0% |
| 1Y | -2.4% | +7.8% | -10.2% | -9.7% |
| 3Y | +580.6% | +5.8% | +574.8% | +483.8% |
| All | +580.6% | +6.5% | +574.1% | +483.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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