+3,259.9%
CVNA vs CI
+100.7%
+3,159.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | +7.4% | +4.4% | +2.9% | +5.4% |
| 3M | +12.7% | +0.7% | +12.0% | +11.8% |
| 6M | +17.9% | +0.3% | +17.6% | +16.7% |
| YTD | -11.6% | +3.8% | -15.4% | -14.0% |
| 1Y | +0.8% | -5.5% | +6.2% | +1.5% |
| 3Y | +633.4% | +8.1% | +625.3% | +534.6% |
| 5Y | +13.5% | +42.8% | -29.3% | -17.3% |
| All | +3,259.9% | +100.7% | +3,159.2% | +1,368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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