+3,159.9%
CVNA vs CHRW
+129.3%
+3,030.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.6% | +7.3% | -8.9% | -5.9% |
| 30D | +24.9% | -3.6% | +28.4% | +27.0% |
| 3M | -1.8% | -9.6% | +7.8% | +2.8% |
| 6M | +3.5% | -17.0% | +20.5% | +11.3% |
| YTD | -14.3% | -15.4% | +1.2% | -11.4% |
| 1Y | +13.6% | -10.0% | +23.6% | +12.2% |
| 3Y | +1,163.4% | +82.2% | +1,081.3% | +573.3% |
| 5Y | +22.9% | +59.4% | -36.5% | -23.0% |
| All | +3,159.9% | +129.3% | +3,030.6% | +1,667.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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