+25.2%
CVNA vs COMP
+23.8%
+1.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.7% | +1.1% | +5.6% |
| 7D | +31.3% | +9.5% | +21.9% | +26.8% |
| 30D | +21.7% | +8.1% | +13.6% | +17.8% |
| 3M | +14.0% | -16.3% | +30.3% | +21.3% |
| 6M | +3.0% | +42.2% | -39.2% | -12.7% |
| YTD | -8.1% | -5.0% | -3.1% | -5.4% |
| 1Y | +25.2% | +20.1% | +5.1% | +21.2% |
| All | +25.2% | +23.8% | +1.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling