+3,206.8%
CVNA vs ES
+63.1%
+3,143.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.0% | -1.0% | 0.0% | -0.5% |
| 3M | +5.5% | +1.5% | +4.0% | +4.3% |
| 6M | +11.8% | -3.5% | +15.3% | +12.7% |
| YTD | -13.0% | +7.0% | -20.0% | -17.7% |
| 1Y | -2.1% | +15.3% | -17.4% | -12.3% |
| 3Y | +681.6% | +30.2% | +651.4% | +534.1% |
| 5Y | +11.6% | -4.3% | +15.9% | +7.5% |
| All | +3,206.8% | +63.1% | +3,143.7% | +2,178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling