+3,065.8%
CVNA vs CDW
+168.9%
+2,896.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.4% |
| 7D | -4.3% | -7.4% | +3.1% | +2.2% |
| 30D | -2.4% | +5.8% | -8.2% | -8.4% |
| 3M | +4.5% | +10.8% | -6.3% | -9.5% |
| 6M | +10.2% | +21.5% | -11.2% | -19.8% |
| YTD | -16.7% | +6.4% | -23.1% | -31.8% |
| 1Y | -3.8% | -14.8% | +11.0% | -1.5% |
| 3Y | +648.3% | -29.9% | +678.2% | +801.2% |
| 5Y | +6.6% | -22.9% | +29.4% | +28.0% |
| All | +3,065.8% | +168.9% | +2,896.9% | +1,305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling