+3,159.9%
CVNA vs CVE
+247.4%
+2,912.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -1.6% | +5.9% | -7.6% | -3.3% |
| 30D | +24.9% | -10.9% | +35.7% | +28.1% |
| 3M | -1.8% | -4.5% | +2.7% | -1.8% |
| 6M | +3.5% | -1.0% | +4.5% | +0.9% |
| YTD | -14.3% | +74.7% | -89.0% | -31.6% |
| 1Y | +13.6% | +65.8% | -52.2% | -8.2% |
| 3Y | +1,163.4% | +73.2% | +1,090.3% | +891.9% |
| 5Y | +22.9% | +155.6% | -132.7% | -17.9% |
| All | +3,159.9% | +247.4% | +2,912.5% | +1,327.8% |
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