+3,159.9%
CVNA vs CBRE
+270.9%
+2,889.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.8% |
| 7D | -1.6% | -1.8% | +0.1% | +0.1% |
| 30D | +24.9% | +3.3% | +21.6% | +21.8% |
| 3M | -1.8% | -12.4% | +10.6% | +10.4% |
| 6M | +3.5% | -5.4% | +8.9% | +7.0% |
| YTD | -14.3% | -17.2% | +3.0% | -0.7% |
| 1Y | +13.6% | -13.1% | +26.7% | +25.2% |
| 3Y | +1,163.4% | +81.6% | +1,081.9% | +631.4% |
| 5Y | +22.9% | +26.4% | -3.5% | +1.5% |
| All | +3,159.9% | +270.9% | +2,889.0% | +1,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling