+1,189.6%
CVNA vs CBRE
+84.7%
+1,104.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.3% |
| 7D | -4.8% | -4.6% | -0.1% | -0.3% |
| 30D | +24.1% | +3.0% | +21.2% | +21.2% |
| 3M | +2.6% | -8.7% | +11.3% | +11.5% |
| 6M | -3.1% | -7.9% | +4.8% | +3.1% |
| YTD | -12.5% | -16.3% | +3.8% | +1.2% |
| 1Y | +13.0% | -13.1% | +26.1% | +24.6% |
| All | +1,189.6% | +84.7% | +1,104.9% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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