+1,189.6%
CVNA vs COMP
+426.2%
+763.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | 0.0% |
| 7D | -4.8% | +2.2% | -6.9% | -5.8% |
| 30D | +24.1% | +16.3% | +7.8% | +16.3% |
| 3M | +2.6% | -19.1% | +21.7% | +11.1% |
| 6M | -3.1% | +17.1% | -20.2% | -10.7% |
| YTD | -12.5% | -2.9% | -9.5% | -14.9% |
| 1Y | +13.0% | +8.8% | +4.2% | +4.5% |
| All | +1,189.6% | +426.2% | +763.5% | +358.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling