+1,007.0%
CVNA vs ES
+46.3%
+960.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.7% |
| 7D | +7.7% | +1.9% | +5.8% | +7.2% |
| 30D | +17.2% | +7.1% | +10.2% | +15.3% |
| 3M | +7.7% | -1.9% | +9.6% | +8.0% |
| 6M | -5.5% | +4.4% | -9.9% | -6.8% |
| YTD | -12.8% | +7.3% | -20.2% | -15.5% |
| 1Y | +26.8% | +2.1% | +24.6% | +23.9% |
| 3Y | +1,007.0% | +41.8% | +965.1% | +674.3% |
| All | +1,007.0% | +46.3% | +960.7% | +674.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling