+482.3%
CVNA vs CTVA
+208.7%
+273.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -7.3% | -4.5% | -2.8% | -4.6% |
| 30D | -4.6% | +11.3% | -15.9% | -10.9% |
| 3M | +2.0% | +12.3% | -10.3% | -7.1% |
| 6M | +11.7% | +7.2% | +4.6% | +4.1% |
| YTD | -18.1% | +26.0% | -44.1% | -31.8% |
| 1Y | -2.4% | +16.0% | -18.4% | -15.0% |
| 3Y | +580.6% | +73.9% | +506.7% | +353.8% |
| 5Y | +4.9% | +103.8% | -98.9% | -35.4% |
| All | +482.3% | +208.7% | +273.5% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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