+1,150.8%
CVNA vs COO
-22.2%
+1,173.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.0% |
| 7D | +2.4% | +4.5% | -2.1% | +0.7% |
| 30D | +14.6% | +16.9% | -2.3% | +7.5% |
| 3M | -1.5% | -16.7% | +15.2% | +6.0% |
| 6M | -6.3% | +5.9% | -12.3% | -9.7% |
| YTD | -13.5% | -22.4% | +9.0% | -4.3% |
| 1Y | +13.3% | -10.1% | +23.4% | +16.8% |
| 3Y | +1,150.8% | -22.8% | +1,173.5% | +1,071.8% |
| All | +1,150.8% | -22.2% | +1,173.0% | +1,071.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling