+1,070.9%
CVNA vs CARR
+414.1%
+656.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -2.7% |
| 7D | -4.3% | -4.1% | -0.2% | -1.4% |
| 30D | -2.4% | -11.0% | +8.6% | +5.7% |
| 3M | +4.5% | -16.4% | +20.9% | +17.2% |
| 6M | +10.2% | -2.4% | +12.6% | +8.2% |
| YTD | -16.7% | +8.4% | -25.2% | -25.2% |
| 1Y | -3.8% | -8.0% | +4.2% | -2.4% |
| 3Y | +648.3% | +0.6% | +647.7% | +600.2% |
| 5Y | +6.6% | +7.7% | -1.2% | -10.8% |
| All | +1,070.9% | +414.1% | +656.9% | +707.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling