+3,259.9%
CVNA vs COO
+39.9%
+3,220.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +3.0% |
| 7D | +0.7% | -2.2% | +3.0% | +2.8% |
| 30D | +7.4% | -7.0% | +14.4% | +14.6% |
| 3M | +12.7% | +12.2% | +0.5% | -0.6% |
| 6M | +17.9% | -15.1% | +33.0% | +35.7% |
| YTD | -11.6% | -15.1% | +3.5% | +1.5% |
| 1Y | +0.8% | +2.3% | -1.6% | -6.5% |
| 3Y | +633.4% | -23.7% | +657.1% | +729.4% |
| 5Y | +13.5% | -38.9% | +52.4% | +71.4% |
| All | +3,259.9% | +39.9% | +3,220.0% | +2,522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling