+3,159.9%
CVNA vs CASY
+571.0%
+2,588.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | -1.6% | +3.6% | -5.2% | -3.3% |
| 30D | +24.9% | +9.1% | +15.8% | +19.5% |
| 3M | -1.8% | -16.5% | +14.7% | +5.7% |
| 6M | +3.5% | -19.7% | +23.2% | +10.9% |
| YTD | -14.3% | +29.3% | -43.5% | -30.7% |
| 1Y | +13.6% | +33.1% | -19.5% | -10.4% |
| 3Y | +1,163.4% | +158.5% | +1,004.9% | +557.8% |
| 5Y | +22.9% | +266.7% | -243.8% | -49.8% |
| All | +3,159.9% | +571.0% | +2,588.9% | +783.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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