+3,259.9%
CVNA vs CDW
+187.3%
+3,072.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.5% |
| 7D | +0.7% | +3.2% | -2.4% | -2.3% |
| 30D | +7.4% | +9.3% | -1.9% | -2.2% |
| 3M | +12.7% | +9.8% | +2.9% | -1.2% |
| 6M | +17.9% | +23.3% | -5.4% | -14.6% |
| YTD | -11.6% | +13.7% | -25.3% | -31.7% |
| 1Y | +0.8% | -6.5% | +7.2% | -5.5% |
| 3Y | +633.4% | -25.2% | +658.7% | +736.8% |
| 5Y | +13.5% | -19.5% | +33.0% | +31.4% |
| All | +3,259.9% | +187.3% | +3,072.6% | +1,309.4% |
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