+3,091.0%
CVNA vs CDW
+225.8%
+2,865.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -1.7% | +9.1% | -10.8% | -9.1% |
| 30D | +17.3% | +13.7% | +3.6% | +3.8% |
| 3M | -2.3% | +27.0% | -29.3% | -23.8% |
| 6M | -3.9% | +75.9% | -79.8% | -48.7% |
| YTD | -16.1% | +28.9% | -44.9% | -43.4% |
| 1Y | +7.9% | +19.6% | -11.7% | -21.3% |
| 3Y | +1,113.4% | -14.6% | +1,128.1% | +1,091.4% |
| 5Y | +20.3% | -3.2% | +23.5% | +15.8% |
| All | +3,091.0% | +225.8% | +2,865.2% | +1,067.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling