+8.4%
CVNA vs CHYM
-23.3%
+31.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -7.3% | -2.3% | -5.0% | -6.8% |
| 30D | -4.6% | +4.4% | -9.0% | -6.0% |
| 3M | +2.0% | +91.3% | -89.3% | -18.7% |
| 6M | +11.7% | +44.0% | -32.2% | -3.5% |
| YTD | -18.1% | +31.1% | -49.2% | -28.0% |
| 1Y | -2.4% | +37.8% | -40.2% | -19.0% |
| All | +8.4% | -23.3% | +31.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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