+25.2%
CVNA vs CVE
+73.4%
-48.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -7.6% | +16.5% | +4.8% |
| 7D | +31.3% | -12.1% | +43.4% | +23.8% |
| 30D | +21.7% | -9.8% | +31.5% | +16.5% |
| 3M | +14.0% | -0.7% | +14.7% | +14.7% |
| 6M | +3.0% | -4.3% | +7.3% | +4.3% |
| YTD | -8.1% | +70.6% | -78.7% | +12.5% |
| 1Y | +25.2% | +73.2% | -48.0% | +49.4% |
| All | +25.2% | +73.4% | -48.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling