+695.6%
CVNA vs AVAV
+31.0%
+664.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.6% |
| 7D | +3.5% | +3.2% | +0.3% | +2.7% |
| 30D | +5.5% | -20.3% | +25.8% | +11.6% |
| 3M | +7.6% | -19.4% | +27.0% | +12.0% |
| 6M | +17.6% | -35.3% | +52.9% | +28.2% |
| YTD | -11.5% | -38.5% | +27.0% | -5.1% |
| 1Y | +0.4% | -37.2% | +37.6% | +6.4% |
| 3Y | +695.6% | +31.1% | +664.5% | +429.6% |
| All | +695.6% | +31.0% | +664.6% | +429.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling