+622.4%
CVNA vs CDNS
+19.2%
+603.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -1.0% | -7.2% | +6.2% | +3.0% |
| 30D | -1.0% | -14.3% | +13.2% | +7.3% |
| 3M | +5.5% | -27.2% | +32.7% | +24.7% |
| 6M | +11.8% | -4.5% | +16.3% | +10.7% |
| YTD | -13.0% | -9.0% | -4.1% | -12.5% |
| 1Y | -2.1% | -21.3% | +19.2% | +7.8% |
| All | +622.4% | +19.2% | +603.2% | +447.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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