+21.4%
CVNA vs AVTR
-58.9%
+80.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +24.9% | -1.0% | +25.9% | +25.4% |
| 3M | -1.8% | +12.2% | -14.0% | -9.5% |
| 6M | +3.5% | +97.5% | -93.9% | -35.8% |
| YTD | -14.3% | +35.6% | -49.9% | -32.0% |
| 1Y | +13.6% | +32.8% | -19.2% | -9.5% |
| 3Y | +1,163.4% | -16.5% | +1,179.9% | +1,025.2% |
| All | +21.4% | -58.9% | +80.3% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling