+3,214.0%
CVNA vs AVAV
+286.4%
+2,927.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.5% | -8.4% | -2.1% |
| 7D | +7.7% | -10.6% | +18.3% | +11.9% |
| 30D | +17.2% | -18.8% | +36.0% | +26.7% |
| 3M | +7.7% | -34.1% | +41.8% | +25.3% |
| 6M | -5.5% | -35.3% | +29.8% | +6.4% |
| YTD | -12.8% | -53.4% | +40.5% | +6.6% |
| 1Y | +26.8% | -65.6% | +92.4% | +75.6% |
| 3Y | +1,007.0% | -5.1% | +1,012.0% | +727.5% |
| 5Y | +23.5% | +18.5% | +5.0% | -16.8% |
| All | +3,214.0% | +286.4% | +2,927.5% | +1,584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling