+764.9%
CVNA vs AS
+134.9%
+630.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +7.7% | +6.9% | +0.8% | +4.4% |
| 30D | +17.2% | +16.0% | +1.2% | +9.2% |
| 3M | +7.7% | -12.8% | +20.5% | +14.8% |
| 6M | -5.5% | -15.4% | +9.9% | +2.0% |
| YTD | -12.8% | -15.7% | +2.9% | -6.3% |
| 1Y | +26.8% | +6.1% | +20.7% | +22.2% |
| All | +764.9% | +134.9% | +630.1% | +510.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling