+668.6%
CVNA vs CART
+39.2%
+629.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.3% |
| 7D | +2.4% | +0.3% | +2.2% | +2.4% |
| 30D | +14.6% | +22.4% | -7.8% | +5.9% |
| 3M | -1.5% | +15.6% | -17.2% | -7.2% |
| 6M | -6.3% | +44.9% | -51.2% | -19.0% |
| YTD | -13.5% | +30.0% | -43.5% | -23.2% |
| 1Y | +13.3% | +56.6% | -43.3% | -7.1% |
| 3Y | +1,150.8% | +131.9% | +1,018.8% | +640.4% |
| All | +668.6% | +39.2% | +629.4% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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