+25.7%
CVNA vs CMS
+32.6%
-6.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.8% |
| 7D | +7.7% | -1.3% | +9.0% | +8.2% |
| 30D | +17.2% | +6.3% | +10.9% | +15.0% |
| 3M | +7.7% | -2.1% | +9.7% | +8.3% |
| 6M | -5.5% | -5.1% | -0.4% | -4.3% |
| YTD | -12.8% | +1.3% | -14.1% | -14.4% |
| 1Y | +26.8% | -1.4% | +28.2% | +25.7% |
| 3Y | +1,007.0% | +36.9% | +970.1% | +791.0% |
| All | +25.7% | +32.6% | -6.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling