+622.4%
CVNA vs CHRW
+85.4%
+537.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.0% | +4.1% | -5.1% | -3.0% |
| 30D | -1.0% | +1.9% | -2.9% | -2.0% |
| 3M | +5.5% | -21.2% | +26.6% | +17.2% |
| 6M | +11.8% | -16.7% | +28.5% | +19.6% |
| YTD | -13.0% | -5.4% | -7.7% | -14.8% |
| 1Y | -2.1% | +21.2% | -23.3% | -21.4% |
| All | +622.4% | +85.4% | +537.0% | +246.0% |
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