+3,159.9%
CVNA vs AVAV
+302.7%
+2,857.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.3% |
| 7D | -1.6% | +4.2% | -5.9% | -3.5% |
| 30D | +24.9% | -2.6% | +27.4% | +25.0% |
| 3M | -1.8% | -38.0% | +36.2% | +17.1% |
| 6M | +3.5% | -27.0% | +30.5% | +10.7% |
| YTD | -14.3% | -51.4% | +37.2% | +2.9% |
| 1Y | +13.6% | -60.2% | +73.8% | +47.4% |
| 3Y | +1,163.4% | -6.7% | +1,170.1% | +854.5% |
| 5Y | +22.9% | +28.3% | -5.4% | -19.9% |
| All | +3,159.9% | +302.7% | +2,857.2% | +1,525.7% |
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 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