+3,091.0%
CVNA vs CVE
+245.2%
+2,845.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.6% |
| 7D | -1.7% | +4.6% | -6.4% | -3.0% |
| 30D | +17.3% | -12.0% | +29.3% | +20.8% |
| 3M | -2.3% | -3.8% | +1.5% | -2.5% |
| 6M | -3.9% | -2.7% | -1.2% | -5.9% |
| YTD | -16.1% | +73.6% | -89.7% | -33.0% |
| 1Y | +7.9% | +62.0% | -54.1% | -12.1% |
| 3Y | +1,113.4% | +72.7% | +1,040.7% | +853.2% |
| 5Y | +20.3% | +153.9% | -133.6% | -19.5% |
| All | +3,091.0% | +245.2% | +2,845.8% | +1,300.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling