+3,227.5%
CVNA vs COO
+26.5%
+3,201.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +2.1% |
| 7D | -4.8% | -2.3% | -2.4% | -2.7% |
| 30D | +24.1% | +13.3% | +10.8% | +10.9% |
| 3M | +2.6% | -18.1% | +20.7% | +20.4% |
| 6M | -3.1% | +6.7% | -9.8% | -12.9% |
| YTD | -12.5% | -23.2% | +10.7% | +7.8% |
| 1Y | +13.0% | -12.3% | +25.3% | +20.3% |
| 3Y | +1,165.3% | -23.6% | +1,188.9% | +1,259.6% |
| 5Y | +29.0% | -38.7% | +67.7% | +93.4% |
| All | +3,227.5% | +26.5% | +3,201.0% | +2,686.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling