+1,007.0%
CVNA vs CB
+71.5%
+935.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.8% | +2.0% |
| 7D | +7.7% | +0.2% | +7.5% | +7.8% |
| 30D | +17.2% | +9.1% | +8.2% | +18.0% |
| 3M | +7.7% | +3.4% | +4.2% | +7.9% |
| 6M | -5.5% | +14.1% | -19.6% | -4.5% |
| YTD | -12.8% | +18.0% | -30.9% | -11.9% |
| 1Y | +26.8% | +30.1% | -3.4% | +27.1% |
| 3Y | +1,007.0% | +71.8% | +935.2% | +1,532.3% |
| All | +1,007.0% | +71.5% | +935.5% | +1,532.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling