+3,015.3%
CVNA vs CHTR
-58.3%
+3,073.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -4.0% |
| 7D | -7.3% | -4.1% | -3.2% | -5.4% |
| 30D | -4.6% | -3.0% | -1.6% | -4.1% |
| 3M | +2.0% | +4.8% | -2.8% | -4.7% |
| 6M | +11.7% | -35.0% | +46.8% | +35.5% |
| YTD | -18.1% | -30.2% | +12.1% | -8.0% |
| 1Y | -2.4% | -44.8% | +42.4% | +30.2% |
| 3Y | +580.6% | -66.6% | +647.1% | +1,092.5% |
| 5Y | +4.9% | -81.5% | +86.4% | +225.0% |
| All | +3,015.3% | -58.3% | +3,073.6% | +4,754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling