+3,259.9%
CVNA vs CNH
+73.8%
+3,186.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.5% | -1.1% |
| 7D | +0.7% | +23.3% | -22.5% | -12.9% |
| 30D | +7.4% | +33.5% | -26.1% | -12.7% |
| 3M | +12.7% | +32.7% | -20.0% | -9.0% |
| 6M | +17.9% | +22.2% | -4.3% | -1.1% |
| YTD | -11.6% | +57.7% | -69.3% | -39.3% |
| 1Y | +0.8% | +28.0% | -27.2% | -20.2% |
| 3Y | +633.4% | +11.5% | +621.9% | +529.5% |
| 5Y | +13.5% | +11.9% | +1.6% | +1.5% |
| All | +3,259.9% | +73.8% | +3,186.1% | +1,945.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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