+40.6%
CVNA vs COMP
-47.7%
+88.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | +0.7% | +1.4% | -0.6% | -0.1% |
| 30D | +7.4% | -13.3% | +20.7% | +15.6% |
| 3M | +12.7% | +41.1% | -28.4% | -8.2% |
| 6M | +17.9% | +17.2% | +0.7% | +1.9% |
| YTD | -11.6% | +5.2% | -16.8% | -19.9% |
| 1Y | +0.8% | +18.9% | -18.2% | -17.2% |
| 3Y | +633.4% | +215.9% | +417.5% | +177.5% |
| 5Y | +13.5% | -31.2% | +44.7% | -35.6% |
| All | +40.6% | -47.7% | +88.2% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling