+407.6%
CVNA vs AVTR
+0.6%
+406.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -7.3% | -1.1% | -6.2% | -6.7% |
| 30D | -4.6% | +6.3% | -10.9% | -8.3% |
| 3M | +2.0% | +53.3% | -51.3% | -23.7% |
| 6M | +11.7% | +78.6% | -66.9% | -24.8% |
| YTD | -18.1% | +29.2% | -47.3% | -32.2% |
| 1Y | -2.4% | +13.8% | -16.2% | -17.0% |
| 3Y | +580.6% | -27.4% | +608.0% | +614.3% |
| 5Y | +4.9% | -65.0% | +69.9% | +95.4% |
| All | +407.6% | +0.6% | +406.9% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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