+25.2%
CVNA vs AVAV
-68.0%
+93.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -8.3% | +17.1% | +10.5% |
| 7D | +31.3% | -10.1% | +41.4% | +34.1% |
| 30D | +21.7% | -18.7% | +40.4% | +26.8% |
| 3M | +14.0% | -33.0% | +47.0% | +23.2% |
| 6M | +3.0% | -37.2% | +40.2% | +10.9% |
| YTD | -8.1% | -53.2% | +45.1% | +0.4% |
| 1Y | +25.2% | -69.0% | +94.2% | +76.7% |
| All | +25.2% | -68.0% | +93.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling