+3,065.8%
CVNA vs COR
+418.5%
+2,647.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -4.0% |
| 7D | -4.3% | -4.8% | +0.5% | -2.9% |
| 30D | -2.4% | -3.7% | +1.3% | -1.4% |
| 3M | +4.5% | +14.3% | -9.8% | 0.0% |
| 6M | +10.2% | -8.5% | +18.7% | +12.2% |
| YTD | -16.7% | -4.4% | -12.3% | -16.6% |
| 1Y | -3.8% | +9.1% | -12.9% | -8.5% |
| 3Y | +648.3% | +85.2% | +563.1% | +443.2% |
| 5Y | +6.6% | +180.7% | -174.1% | -39.1% |
| All | +3,065.8% | +418.5% | +2,647.3% | +1,035.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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