+3,146.8%
CVNA vs CVE
+229.9%
+2,917.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.3% | -6.3% |
| 7D | +5.5% | -14.1% | +19.6% | +9.7% |
| 30D | +12.8% | -11.6% | +24.5% | +16.0% |
| 3M | +3.7% | 0.0% | +3.7% | +2.3% |
| 6M | -4.9% | -8.4% | +3.5% | -5.4% |
| YTD | -14.6% | +65.9% | -80.5% | -30.9% |
| 1Y | +16.4% | +69.4% | -53.0% | -6.8% |
| 3Y | +1,016.5% | +55.9% | +960.6% | +802.8% |
| 5Y | +21.0% | +146.2% | -125.2% | -18.3% |
| All | +3,146.8% | +229.9% | +2,917.0% | +1,343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling