+3,335.1%
CVNA vs AVAV
+335.1%
+3,000.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | -1.4% |
| 7D | +5.9% | +3.2% | +2.8% | +3.7% |
| 30D | +19.7% | -7.4% | +27.1% | +22.4% |
| 3M | +7.6% | -32.0% | +39.6% | +23.6% |
| 6M | -2.2% | -24.6% | +22.4% | +3.3% |
| YTD | -9.6% | -47.5% | +37.9% | +5.1% |
| 1Y | +25.4% | -61.5% | +86.9% | +65.5% |
| 3Y | +1,152.6% | +5.5% | +1,147.2% | +795.6% |
| 5Y | +28.9% | +35.7% | -6.9% | -17.9% |
| All | +3,335.1% | +335.1% | +3,000.0% | +1,560.4% |
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