+732.8%
CVNA vs AS
+125.3%
+607.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.6% |
| 7D | -1.7% | -3.6% | +1.9% | +0.2% |
| 30D | +17.3% | +3.4% | +13.9% | +15.9% |
| 3M | -2.3% | -8.6% | +6.3% | +2.0% |
| 6M | -3.9% | -10.0% | +6.1% | +0.8% |
| YTD | -16.1% | -19.2% | +3.1% | -7.8% |
| 1Y | +7.9% | -3.8% | +11.7% | +9.2% |
| All | +732.8% | +125.3% | +607.5% | +500.9% |
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