+3,259.9%
CVNA vs CDNS
+813.3%
+2,446.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +5.3% |
| 7D | +0.7% | -14.0% | +14.8% | +15.2% |
| 30D | +7.4% | -13.2% | +20.5% | +21.2% |
| 3M | +12.7% | -28.9% | +41.6% | +51.0% |
| 6M | +17.9% | -4.2% | +22.1% | +15.3% |
| YTD | -11.6% | -6.4% | -5.3% | -14.2% |
| 1Y | +0.8% | -16.2% | +17.0% | +8.1% |
| 3Y | +633.4% | +20.2% | +613.3% | +379.4% |
| 5Y | +13.5% | +76.6% | -63.2% | -46.3% |
| All | +3,259.9% | +813.3% | +2,446.6% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling