+3,159.9%
CVNA vs CMS
+107.2%
+3,052.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -1.6% | +1.7% | -3.4% | -2.4% |
| 30D | +24.9% | +6.2% | +18.7% | +21.6% |
| 3M | -1.8% | +0.6% | -2.4% | -2.0% |
| 6M | +3.5% | -1.8% | +5.3% | +3.8% |
| YTD | -14.3% | +3.8% | -18.1% | -16.9% |
| 1Y | +13.6% | -1.8% | +15.4% | +13.0% |
| 3Y | +1,163.4% | +39.8% | +1,123.6% | +914.0% |
| 5Y | +22.9% | +37.1% | -14.2% | -3.0% |
| All | +3,159.9% | +107.2% | +3,052.7% | +1,861.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling