+776.9%
CVNA vs AS
+120.4%
+656.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | -0.2% |
| 7D | +0.7% | -4.9% | +5.6% | +3.2% |
| 30D | +7.4% | -19.6% | +27.0% | +19.1% |
| 3M | +12.7% | -14.4% | +27.1% | +20.9% |
| 6M | +17.9% | -20.1% | +38.0% | +30.3% |
| YTD | -11.6% | -20.9% | +9.3% | -2.1% |
| 1Y | +0.8% | -21.9% | +22.6% | +11.9% |
| All | +776.9% | +120.4% | +656.5% | +538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling