+702.7%
CVNA vs CART
+39.2%
+663.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | +5.9% | +1.5% | +4.4% | +5.5% |
| 30D | +19.7% | +22.4% | -2.7% | +10.6% |
| 3M | +7.6% | +16.5% | -8.9% | +1.1% |
| 6M | -2.2% | +44.9% | -47.0% | -15.4% |
| YTD | -9.6% | +30.0% | -39.6% | -19.7% |
| 1Y | +25.4% | +59.1% | -33.6% | +2.3% |
| 3Y | +1,152.6% | +138.8% | +1,013.8% | +631.3% |
| All | +702.7% | +39.2% | +663.5% | +418.5% |
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