+3,335.1%
CVNA vs CVE
+229.6%
+3,105.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | +5.9% | -10.1% | +16.0% | +8.9% |
| 30D | +19.7% | -12.1% | +31.8% | +23.3% |
| 3M | +7.6% | -1.9% | +9.5% | +6.7% |
| 6M | -2.2% | -1.8% | -0.3% | -4.6% |
| YTD | -9.6% | +65.8% | -75.4% | -26.9% |
| 1Y | +25.4% | +60.8% | -35.4% | +2.2% |
| 3Y | +1,152.6% | +70.1% | +1,082.5% | +887.4% |
| 5Y | +28.9% | +134.8% | -105.9% | -11.7% |
| All | +3,335.1% | +229.6% | +3,105.5% | +1,427.7% |
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