+580.6%
CVNA vs CBOE
+89.1%
+491.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -2.3% |
| 7D | -7.3% | -5.8% | -1.5% | -9.0% |
| 30D | -4.6% | -3.1% | -1.4% | -5.4% |
| 3M | +2.0% | -4.8% | +6.7% | +0.7% |
| 6M | +11.7% | -0.6% | +12.3% | +14.4% |
| YTD | -18.1% | +12.8% | -30.9% | -10.4% |
| 1Y | -2.4% | +19.8% | -22.2% | +11.3% |
| 3Y | +580.6% | +86.9% | +493.6% | +905.7% |
| All | +580.6% | +89.1% | +491.5% | +905.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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