+3,259.9%
CVNA vs B
+225.7%
+3,034.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.2% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | +7.4% | +9.4% | -2.1% | +4.4% |
| 3M | +12.7% | +5.0% | +7.7% | +10.4% |
| 6M | +17.9% | -3.5% | +21.5% | +17.8% |
| YTD | -11.6% | +4.5% | -16.1% | -14.1% |
| 1Y | +0.8% | +67.8% | -67.0% | -15.3% |
| 3Y | +633.4% | +196.7% | +436.7% | +408.3% |
| 5Y | +13.5% | +151.9% | -138.5% | -19.6% |
| All | +3,259.9% | +225.7% | +3,034.2% | +2,113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling