+1,189.6%
CVNA vs CHRW
+79.2%
+1,110.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.5% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | +24.1% | -4.3% | +28.4% | +26.1% |
| 3M | +2.6% | -7.4% | +10.0% | +5.0% |
| 6M | -3.1% | -20.7% | +17.6% | +4.8% |
| YTD | -12.5% | -15.9% | +3.4% | -10.0% |
| 1Y | +13.0% | -9.9% | +22.9% | +11.7% |
| All | +1,189.6% | +79.2% | +1,110.4% | +454.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling