+3,259.9%
CVNA vs CHRW
+151.8%
+3,108.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.9% |
| 7D | +0.7% | -1.4% | +2.1% | +1.6% |
| 30D | +7.4% | -3.5% | +10.8% | +9.6% |
| 3M | +12.7% | -19.4% | +32.1% | +26.6% |
| 6M | +17.9% | -21.4% | +39.3% | +32.9% |
| YTD | -11.6% | -7.1% | -4.5% | -12.5% |
| 1Y | +0.8% | +17.8% | -17.1% | -19.9% |
| 3Y | +633.4% | +78.8% | +554.7% | +310.4% |
| 5Y | +13.5% | +83.5% | -70.0% | -33.7% |
| All | +3,259.9% | +151.8% | +3,108.2% | +1,645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling