+3,259.9%
CVNA vs CMS
+99.9%
+3,160.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | +7.4% | -3.6% | +11.0% | +9.0% |
| 3M | +12.7% | -1.9% | +14.6% | +13.0% |
| 6M | +17.9% | -11.0% | +28.9% | +23.4% |
| YTD | -11.6% | +0.2% | -11.8% | -13.0% |
| 1Y | +0.8% | -1.3% | +2.1% | -0.7% |
| 3Y | +633.4% | +35.9% | +597.5% | +496.3% |
| 5Y | +13.5% | +23.1% | -9.6% | -5.5% |
| All | +3,259.9% | +99.9% | +3,160.0% | +1,952.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling