+3,206.8%
CVNA vs CBOE
+298.3%
+2,908.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -1.0% | +2.7% | -3.7% | -1.9% |
| 3M | +5.5% | +0.7% | +4.7% | +4.5% |
| 6M | +11.8% | -2.0% | +13.8% | +10.6% |
| YTD | -13.0% | +17.1% | -30.2% | -18.5% |
| 1Y | -2.1% | +26.5% | -28.6% | -10.7% |
| 3Y | +681.6% | +96.1% | +585.5% | +470.2% |
| 5Y | +11.6% | +149.3% | -137.7% | -28.8% |
| All | +3,206.8% | +298.3% | +2,908.4% | +1,271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling