+3,259.9%
CVNA vs CASY
+611.8%
+2,648.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.7% | +0.1% | +0.7% | +0.6% |
| 30D | +7.4% | -11.3% | +18.7% | +13.5% |
| 3M | +12.7% | -0.6% | +13.3% | +9.0% |
| 6M | +17.9% | +10.7% | +7.2% | +6.3% |
| YTD | -11.6% | +37.1% | -48.7% | -29.8% |
| 1Y | +0.8% | +52.3% | -51.5% | -25.7% |
| 3Y | +633.4% | +215.2% | +418.2% | +243.7% |
| 5Y | +13.5% | +276.5% | -263.0% | -53.8% |
| All | +3,259.9% | +611.8% | +2,648.1% | +794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling