+3,189.2%
CVNA vs AR
+72.6%
+3,116.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.5% |
| 7D | +2.4% | -5.8% | +8.2% | +3.4% |
| 30D | +14.6% | +4.8% | +9.8% | +13.2% |
| 3M | -1.5% | +1.5% | -3.0% | -2.4% |
| 6M | -6.3% | +4.7% | -11.0% | -8.2% |
| YTD | -13.5% | +9.2% | -22.7% | -16.7% |
| 1Y | +13.3% | +11.2% | +2.1% | +8.6% |
| 3Y | +1,150.8% | +46.2% | +1,104.5% | +1,039.3% |
| 5Y | +27.1% | +98.1% | -71.0% | +7.4% |
| All | +3,189.2% | +72.6% | +3,116.6% | +2,345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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