+1,163.4%
CVNA vs AVTR
-16.2%
+1,179.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +24.9% | -1.0% | +25.9% | +25.2% |
| 3M | -1.8% | +12.2% | -14.0% | -6.1% |
| 6M | +3.5% | +97.5% | -93.9% | -20.0% |
| YTD | -14.3% | +35.6% | -49.9% | -24.8% |
| 1Y | +13.6% | +32.8% | -19.2% | 0.0% |
| 3Y | +1,163.4% | -16.5% | +1,179.9% | +972.2% |
| All | +1,163.4% | -16.2% | +1,179.6% | +972.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling