+580.6%
CVNA vs CDE
+807.6%
-227.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -7.3% | -3.1% | -4.2% | -6.4% |
| 30D | -4.6% | +9.5% | -14.0% | -7.1% |
| 3M | +2.0% | +25.5% | -23.5% | -5.2% |
| 6M | +11.7% | -7.9% | +19.6% | +11.8% |
| YTD | -18.1% | +15.6% | -33.6% | -24.3% |
| 1Y | -2.4% | +34.0% | -36.4% | -16.7% |
| 3Y | +580.6% | +791.9% | -211.3% | +129.0% |
| All | +580.6% | +807.6% | -227.1% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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