+3,189.2%
CVNA vs CB
+213.5%
+2,975.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.9% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | +14.6% | +8.2% | +6.4% | +10.7% |
| 3M | -1.5% | +6.3% | -7.8% | -4.3% |
| 6M | -6.3% | +16.2% | -22.5% | -13.2% |
| YTD | -13.5% | +19.3% | -32.8% | -21.4% |
| 1Y | +13.3% | +29.2% | -15.9% | -1.2% |
| 3Y | +1,150.8% | +71.4% | +1,079.3% | +817.5% |
| 5Y | +27.1% | +104.2% | -77.1% | -18.6% |
| All | +3,189.2% | +213.5% | +2,975.7% | +1,509.4% |
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