+3,265.8%
CVNA vs AVAV
+409.9%
+2,855.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.0% |
| 7D | +3.5% | +3.2% | +0.3% | +2.2% |
| 30D | +5.5% | -20.3% | +25.8% | +15.1% |
| 3M | +7.6% | -19.4% | +27.0% | +13.7% |
| 6M | +17.6% | -35.3% | +52.9% | +33.4% |
| YTD | -11.5% | -38.5% | +27.0% | -2.1% |
| 1Y | +0.4% | -37.2% | +37.6% | +7.5% |
| 3Y | +695.6% | +31.1% | +664.5% | +424.5% |
| 5Y | +13.6% | +41.0% | -27.4% | -28.5% |
| All | +3,265.8% | +409.9% | +2,855.9% | +1,446.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling