+529.1%
CVNA vs CTVA
+216.1%
+313.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.5% |
| 7D | +3.5% | -2.1% | +5.6% | +4.8% |
| 30D | +5.5% | +12.0% | -6.6% | -2.0% |
| 3M | +7.6% | +13.5% | -5.9% | -2.6% |
| 6M | +17.6% | +12.1% | +5.5% | +6.4% |
| YTD | -11.5% | +29.0% | -40.5% | -27.4% |
| 1Y | +0.4% | +18.9% | -18.5% | -13.9% |
| 3Y | +695.6% | +78.9% | +616.7% | +421.4% |
| 5Y | +13.6% | +105.2% | -91.7% | -30.4% |
| All | +529.1% | +216.1% | +313.0% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling