+3,265.8%
CVNA vs CHD
+119.6%
+3,146.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | +3.5% | -2.9% | +6.4% | +4.4% |
| 30D | +5.5% | -6.2% | +11.7% | +7.5% |
| 3M | +7.6% | +1.6% | +6.0% | +7.0% |
| 6M | +17.6% | -3.5% | +21.1% | +18.7% |
| YTD | -11.5% | +16.2% | -27.7% | -16.1% |
| 1Y | +0.4% | +3.4% | -3.0% | -1.6% |
| 3Y | +695.6% | +4.6% | +691.0% | +643.3% |
| 5Y | +13.6% | +21.1% | -7.5% | -3.3% |
| All | +3,265.8% | +119.6% | +3,146.1% | +1,915.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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