+25.2%
CVNA vs CMS
+1.4%
+23.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +8.9% |
| 7D | +31.3% | +4.1% | +27.3% | +31.9% |
| 30D | +21.7% | +10.9% | +10.9% | +24.1% |
| 3M | +14.0% | -0.2% | +14.3% | +12.2% |
| 6M | +3.0% | -4.7% | +7.7% | -0.4% |
| YTD | -8.1% | +3.9% | -12.0% | -7.2% |
| 1Y | +25.2% | +0.4% | +24.8% | +29.7% |
| All | +25.2% | +1.4% | +23.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling