+3,065.8%
CVNA vs CDE
+129.1%
+2,936.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.1% | -3.5% |
| 7D | -4.3% | -6.1% | +1.8% | -2.8% |
| 30D | -2.4% | +9.5% | -11.9% | -4.6% |
| 3M | +4.5% | +32.0% | -27.5% | -3.1% |
| 6M | +10.2% | -12.8% | +23.0% | +11.9% |
| YTD | -16.7% | +14.2% | -30.9% | -21.8% |
| 1Y | -3.8% | +36.3% | -40.1% | -15.5% |
| 3Y | +648.3% | +821.4% | -173.1% | +282.3% |
| 5Y | +6.6% | +194.3% | -187.7% | -35.7% |
| All | +3,065.8% | +129.1% | +2,936.7% | +1,460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling