+3,265.8%
CVNA vs CVS
+55.3%
+3,210.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | +5.5% | +0.4% | +5.1% | +5.2% |
| 3M | +7.6% | -0.4% | +8.0% | +7.3% |
| 6M | +17.6% | +25.1% | -7.6% | +7.6% |
| YTD | -11.5% | +23.9% | -35.4% | -19.5% |
| 1Y | +0.4% | +41.1% | -40.7% | -13.0% |
| 3Y | +695.6% | +63.6% | +632.0% | +527.8% |
| 5Y | +13.6% | +31.5% | -17.9% | -1.6% |
| All | +3,265.8% | +55.3% | +3,210.5% | +2,445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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