+3,265.8%
CVNA vs CB
+185.1%
+3,080.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | +5.5% | -3.9% | +9.4% | +7.2% |
| 3M | +7.6% | +4.9% | +2.7% | +4.5% |
| 6M | +17.6% | +3.3% | +14.3% | +14.6% |
| YTD | -11.5% | +8.5% | -20.0% | -16.2% |
| 1Y | +0.4% | +22.1% | -21.7% | -10.9% |
| 3Y | +695.6% | +70.1% | +625.4% | +477.4% |
| 5Y | +13.6% | +97.4% | -83.8% | -27.2% |
| All | +3,265.8% | +185.1% | +3,080.7% | +1,616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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