+3,206.8%
CVNA vs COO
+27.6%
+3,179.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.5% | +4.1% |
| 7D | -1.0% | -9.0% | +8.0% | +7.7% |
| 30D | -1.0% | -16.8% | +15.8% | +16.9% |
| 3M | +5.5% | -7.5% | +12.9% | +12.1% |
| 6M | +11.8% | -16.3% | +28.1% | +29.9% |
| YTD | -13.0% | -22.5% | +9.5% | +8.5% |
| 1Y | -2.1% | -7.0% | +4.9% | -1.0% |
| 3Y | +681.6% | -27.5% | +709.1% | +814.6% |
| 5Y | +11.6% | -43.3% | +54.9% | +80.8% |
| All | +3,206.8% | +27.6% | +3,179.2% | +2,703.9% |
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