+3,259.9%
CVNA vs CVE
+284.9%
+2,975.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +0.7% | +2.5% | -1.8% | 0.0% |
| 30D | +7.4% | +16.7% | -9.4% | +2.2% |
| 3M | +12.7% | +9.3% | +3.4% | +8.2% |
| 6M | +17.9% | +43.6% | -25.7% | +2.5% |
| YTD | -11.6% | +93.6% | -105.2% | -31.0% |
| 1Y | +0.8% | +98.8% | -98.0% | -22.5% |
| 3Y | +633.4% | +73.6% | +559.8% | +481.0% |
| 5Y | +13.5% | +312.5% | -299.0% | -34.4% |
| All | +3,259.9% | +284.9% | +2,975.0% | +1,342.0% |
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