+3,091.0%
CVNA vs ARWR
+2,903.2%
+187.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -2.6% |
| 7D | -1.7% | -17.9% | +16.2% | +4.4% |
| 30D | +17.3% | -18.9% | +36.2% | +25.3% |
| 3M | -2.3% | -46.0% | +43.7% | +19.5% |
| 6M | -3.9% | -40.3% | +36.4% | +11.6% |
| YTD | -16.1% | -29.0% | +12.9% | -9.6% |
| 1Y | +7.9% | +13.8% | -5.9% | -3.4% |
| 3Y | +1,113.4% | +74.9% | +1,038.5% | +713.0% |
| 5Y | +20.3% | -36.2% | +56.5% | +10.6% |
| All | +3,091.0% | +2,903.2% | +187.8% | +1,356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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