+3,065.8%
CVNA vs AMCR
+15.4%
+3,050.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -4.3% | -5.0% | +0.7% | -1.0% |
| 30D | -2.4% | -8.0% | +5.6% | +3.1% |
| 3M | +4.5% | +14.3% | -9.8% | -4.5% |
| 6M | +10.2% | +5.3% | +4.9% | +6.0% |
| YTD | -16.7% | +7.7% | -24.5% | -22.7% |
| 1Y | -3.8% | +10.8% | -14.6% | -12.7% |
| 3Y | +648.3% | +9.6% | +638.7% | +573.0% |
| 5Y | +6.6% | -10.2% | +16.8% | +13.2% |
| All | +3,065.8% | +15.4% | +3,050.4% | +2,661.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling