+3,214.0%
CVNA vs CVE
+228.0%
+2,986.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | +7.7% | -16.1% | +23.9% | +12.8% |
| 30D | +17.2% | -10.4% | +27.6% | +20.0% |
| 3M | +7.7% | -2.4% | +10.0% | +6.9% |
| 6M | -5.5% | -4.4% | -1.1% | -7.1% |
| YTD | -12.8% | +64.9% | -77.8% | -29.3% |
| 1Y | +26.8% | +66.0% | -39.2% | +2.2% |
| 3Y | +1,007.0% | +57.7% | +949.3% | +792.1% |
| 5Y | +23.5% | +144.7% | -121.2% | -16.5% |
| All | +3,214.0% | +228.0% | +2,986.0% | +1,375.9% |
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