+3,206.8%
CVNA vs CMS
+99.1%
+3,107.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.0% | -1.3% | +0.3% | -0.5% |
| 3M | +5.5% | -5.4% | +10.8% | +7.6% |
| 6M | +11.8% | -10.3% | +22.2% | +16.7% |
| YTD | -13.0% | -0.2% | -12.8% | -14.2% |
| 1Y | -2.1% | -0.9% | -1.3% | -3.8% |
| 3Y | +681.6% | +34.0% | +647.7% | +540.5% |
| 5Y | +11.6% | +23.6% | -11.9% | -7.3% |
| All | +3,206.8% | +99.1% | +3,107.7% | +1,924.3% |
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