+3,065.8%
CVNA vs CHRW
+159.9%
+2,905.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -5.1% |
| 7D | -4.3% | +4.4% | -8.6% | -6.9% |
| 30D | -2.4% | +5.5% | -7.9% | -5.9% |
| 3M | +4.5% | -17.3% | +21.8% | +15.3% |
| 6M | +10.2% | -12.7% | +22.9% | +15.8% |
| YTD | -16.7% | -4.1% | -12.6% | -19.3% |
| 1Y | -3.8% | +21.2% | -25.0% | -24.9% |
| 3Y | +648.3% | +88.9% | +559.4% | +302.9% |
| 5Y | +6.6% | +93.1% | -86.5% | -39.7% |
| All | +3,065.8% | +159.9% | +2,905.9% | +1,510.5% |
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