+11.6%
CVNA vs CHRW
+89.7%
-78.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.0% | +4.1% | -5.1% | -3.7% |
| 30D | -1.0% | +1.9% | -2.9% | -2.5% |
| 3M | +5.5% | -21.2% | +26.6% | +21.3% |
| 6M | +11.8% | -16.7% | +28.5% | +21.8% |
| YTD | -13.0% | -5.4% | -7.7% | -16.1% |
| 1Y | -2.1% | +21.2% | -23.3% | -27.7% |
| 3Y | +681.6% | +86.5% | +595.2% | +252.8% |
| 5Y | +11.6% | +93.0% | -81.4% | -42.8% |
| All | +11.6% | +89.7% | -78.0% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling