+13.6%
CVNA vs CASY
+274.3%
-260.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.5% |
| 7D | +3.5% | -4.4% | +7.9% | +5.5% |
| 30D | +5.5% | -12.0% | +17.5% | +11.2% |
| 3M | +7.6% | -2.3% | +9.9% | +4.6% |
| 6M | +17.6% | +10.5% | +7.1% | +5.1% |
| YTD | -11.5% | +33.0% | -44.5% | -29.7% |
| 1Y | +0.4% | +41.1% | -40.8% | -24.4% |
| 3Y | +695.6% | +207.5% | +488.1% | +240.1% |
| 5Y | +13.6% | +290.7% | -277.1% | -65.4% |
| All | +13.6% | +274.3% | -260.7% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling