+758.5%
CVNA vs AS
+137.8%
+620.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.3% |
| 7D | +2.4% | +4.5% | -2.1% | +0.4% |
| 30D | +14.6% | +13.2% | +1.4% | +8.1% |
| 3M | -1.5% | -11.9% | +10.4% | +4.5% |
| 6M | -6.3% | -11.6% | +5.3% | -0.9% |
| YTD | -13.5% | -14.7% | +1.2% | -7.6% |
| 1Y | +13.3% | +5.7% | +7.6% | +9.3% |
| All | +758.5% | +137.8% | +620.7% | +502.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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