+25.7%
CVNA vs AVAV
+18.1%
+7.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.5% | -8.4% | -2.3% |
| 7D | +7.7% | -10.6% | +18.3% | +12.1% |
| 30D | +17.2% | -18.8% | +36.0% | +27.1% |
| 3M | +7.7% | -34.1% | +41.8% | +26.2% |
| 6M | -5.5% | -35.3% | +29.8% | +6.8% |
| YTD | -12.8% | -53.4% | +40.5% | +7.1% |
| 1Y | +26.8% | -65.6% | +92.4% | +79.7% |
| 3Y | +1,007.0% | -5.1% | +1,012.0% | +582.0% |
| All | +25.7% | +18.1% | +7.5% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling