+3,206.8%
CVNA vs CASY
+492.2%
+2,714.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.2% | +12.5% | +5.2% |
| 7D | -1.0% | -16.5% | +15.5% | +7.3% |
| 30D | -1.0% | -26.4% | +25.4% | +13.7% |
| 3M | +5.5% | -17.3% | +22.8% | +10.8% |
| 6M | +11.8% | -5.2% | +17.0% | +7.8% |
| YTD | -13.0% | +14.1% | -27.1% | -25.0% |
| 1Y | -2.1% | +16.6% | -18.7% | -17.5% |
| 3Y | +681.6% | +163.7% | +517.9% | +296.7% |
| 5Y | +11.6% | +231.3% | -219.7% | -52.1% |
| All | +3,206.8% | +492.2% | +2,714.6% | +856.1% |
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