+3,259.9%
CVNA vs CB
+189.3%
+3,070.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.4% |
| 7D | +0.7% | +0.5% | +0.3% | +0.5% |
| 30D | +7.4% | -3.1% | +10.5% | +8.7% |
| 3M | +12.7% | +9.0% | +3.7% | +7.5% |
| 6M | +17.9% | +2.9% | +15.1% | +15.2% |
| YTD | -11.6% | +10.1% | -21.7% | -16.9% |
| 1Y | +0.8% | +22.8% | -22.0% | -10.7% |
| 3Y | +633.4% | +73.8% | +559.6% | +426.7% |
| 5Y | +13.5% | +99.2% | -85.7% | -27.4% |
| All | +3,259.9% | +189.3% | +3,070.7% | +1,603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling