+3,189.2%
CVNA vs CASY
+558.2%
+2,631.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.2% | -4.7% |
| 7D | +2.4% | +5.0% | -2.5% | 0.0% |
| 30D | +14.6% | +8.2% | +6.4% | +10.0% |
| 3M | -1.5% | -18.2% | +16.6% | +7.0% |
| 6M | -6.3% | -18.6% | +12.3% | -0.8% |
| YTD | -13.5% | +26.8% | -40.3% | -29.4% |
| 1Y | +13.3% | +31.6% | -18.3% | -10.2% |
| 3Y | +1,150.8% | +156.5% | +994.3% | +552.6% |
| 5Y | +27.1% | +258.6% | -231.5% | -47.6% |
| All | +3,189.2% | +558.2% | +2,631.0% | +799.7% |
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