+13.6%
CVNA vs CVE
+62.9%
-49.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.5% |
| 7D | -1.6% | +5.9% | -7.6% | +1.5% |
| 30D | +24.9% | -10.9% | +35.7% | +18.4% |
| 3M | -1.8% | -4.5% | +2.7% | -2.9% |
| 6M | +3.5% | -1.0% | +4.5% | +6.4% |
| YTD | -14.3% | +74.7% | -89.0% | +13.2% |
| 1Y | +13.6% | +65.8% | -52.2% | +48.2% |
| All | +13.6% | +62.9% | -49.3% | +48.2% |
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 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