+3,159.9%
CVNA vs CDNS
+907.8%
+2,252.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +5.0% |
| 7D | -1.6% | +1.0% | -2.6% | -2.7% |
| 30D | +24.9% | -2.0% | +26.8% | +26.1% |
| 3M | -1.8% | -0.2% | -1.6% | -4.5% |
| 6M | +3.5% | -8.9% | +12.4% | +5.9% |
| YTD | -14.3% | +3.3% | -17.6% | -25.6% |
| 1Y | +13.6% | +2.2% | +11.4% | -0.4% |
| 3Y | +1,163.4% | +22.4% | +1,141.1% | +710.8% |
| 5Y | +22.9% | +78.0% | -55.1% | -42.9% |
| All | +3,159.9% | +907.8% | +2,252.1% | +334.8% |
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