+1,007.0%
CVNA vs CART
+112.9%
+894.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +7.7% | +3.0% | +4.8% | +6.8% |
| 30D | +17.2% | +28.6% | -11.3% | +6.5% |
| 3M | +7.7% | +29.1% | -21.4% | -2.5% |
| 6M | -5.5% | +44.7% | -50.3% | -18.2% |
| YTD | -12.8% | +29.2% | -42.0% | -22.2% |
| 1Y | +26.8% | +66.2% | -39.4% | +2.0% |
| 3Y | +1,007.0% | +112.8% | +894.2% | +569.0% |
| All | +1,007.0% | +112.9% | +894.1% | +569.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling