+3,159.9%
CVNA vs B
+173.6%
+2,986.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.4% |
| 7D | -1.6% | -7.3% | +5.7% | +0.6% |
| 30D | +24.9% | -3.3% | +28.2% | +26.0% |
| 3M | -1.8% | -7.8% | +6.0% | +0.4% |
| 6M | +3.5% | -15.5% | +19.1% | +7.7% |
| YTD | -14.3% | -12.3% | -2.0% | -12.5% |
| 1Y | +13.6% | +5.4% | +8.2% | +9.8% |
| 3Y | +1,163.4% | +165.5% | +997.9% | +803.8% |
| 5Y | +22.9% | +107.0% | -84.1% | -7.7% |
| All | +3,159.9% | +173.6% | +2,986.3% | +2,153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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