+3,265.8%
CVNA vs AWK
+110.8%
+3,154.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | +2.2% | +1.4% | +2.2% |
| 30D | +5.5% | +4.4% | +1.0% | +2.8% |
| 3M | +7.6% | +15.4% | -7.8% | -1.6% |
| 6M | +17.6% | +3.5% | +14.1% | +13.7% |
| YTD | -11.5% | +9.8% | -21.3% | -18.2% |
| 1Y | +0.4% | +3.0% | -2.6% | -4.4% |
| 3Y | +695.6% | +9.7% | +685.9% | +581.8% |
| 5Y | +13.6% | -17.2% | +30.7% | +19.1% |
| All | +3,265.8% | +110.8% | +3,154.9% | +1,848.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling