+6.1%
CVNA vs CHTR
-81.7%
+87.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.6% |
| 7D | -7.3% | -4.1% | -3.2% | -5.7% |
| 30D | -4.6% | -3.0% | -1.6% | -4.0% |
| 3M | +2.0% | +4.8% | -2.8% | -3.3% |
| 6M | +11.7% | -35.0% | +46.8% | +32.3% |
| YTD | -18.1% | -30.2% | +12.1% | -9.3% |
| 1Y | -2.4% | -44.8% | +42.4% | +26.5% |
| 3Y | +580.6% | -66.6% | +647.1% | +1,080.7% |
| All | +6.1% | -81.7% | +87.7% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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