+3,159.9%
CVNA vs COO
+25.9%
+3,134.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.5% |
| 7D | -1.6% | +0.5% | -2.1% | -2.0% |
| 30D | +24.9% | +14.2% | +10.7% | +10.9% |
| 3M | -1.8% | -18.2% | +16.4% | +15.4% |
| 6M | +3.5% | +5.3% | -1.8% | -5.7% |
| YTD | -14.3% | -23.6% | +9.3% | +6.1% |
| 1Y | +13.6% | -12.7% | +26.3% | +21.5% |
| 3Y | +1,163.4% | -24.2% | +1,187.6% | +1,270.2% |
| 5Y | +22.9% | -40.0% | +62.9% | +87.5% |
| All | +3,159.9% | +25.9% | +3,134.0% | +2,641.7% |
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