+3,206.8%
CVNA vs B
+224.5%
+2,982.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -1.0% | +1.0% | -2.1% | -1.4% |
| 30D | -1.0% | +9.5% | -10.5% | -3.6% |
| 3M | +5.5% | +14.3% | -8.9% | +1.0% |
| 6M | +11.8% | -1.9% | +13.7% | +11.2% |
| YTD | -13.0% | +4.1% | -17.1% | -15.4% |
| 1Y | -2.1% | +56.1% | -58.2% | -15.9% |
| 3Y | +681.6% | +202.0% | +479.6% | +439.0% |
| 5Y | +11.6% | +158.8% | -147.2% | -21.6% |
| All | +3,206.8% | +224.5% | +2,982.2% | +2,079.9% |
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