+1,052.3%
CVNA vs CARR
+421.5%
+630.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.6% |
| 7D | -7.3% | -3.8% | -3.5% | -4.8% |
| 30D | -4.6% | -8.9% | +4.3% | +1.7% |
| 3M | +2.0% | -17.3% | +19.3% | +15.3% |
| 6M | +11.7% | -1.4% | +13.1% | +9.0% |
| YTD | -18.1% | +10.0% | -28.1% | -27.1% |
| 1Y | -2.4% | -6.4% | +4.0% | -2.2% |
| 3Y | +580.6% | +1.5% | +579.0% | +532.3% |
| 5Y | +4.9% | +9.3% | -4.4% | -13.2% |
| All | +1,052.3% | +421.5% | +630.8% | +686.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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