+3,015.3%
CVNA vs AWK
+106.8%
+2,908.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | -7.3% | -2.1% | -5.1% | -6.1% |
| 30D | -4.6% | +2.1% | -6.6% | -5.7% |
| 3M | +2.0% | +11.4% | -9.4% | -4.7% |
| 6M | +11.7% | +3.9% | +7.8% | +7.7% |
| YTD | -18.1% | +7.7% | -25.8% | -23.4% |
| 1Y | -2.4% | +1.3% | -3.7% | -6.1% |
| 3Y | +580.6% | +7.2% | +573.4% | +491.5% |
| 5Y | +4.9% | -17.0% | +21.9% | +9.8% |
| All | +3,015.3% | +106.8% | +2,908.5% | +1,724.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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