+3,335.1%
CVNA vs ES
+62.8%
+3,272.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +19.7% | +5.7% | +13.9% | +16.2% |
| 3M | +7.6% | -2.8% | +10.4% | +9.0% |
| 6M | -2.2% | +7.0% | -9.1% | -6.2% |
| YTD | -9.6% | +6.8% | -16.4% | -14.6% |
| 1Y | +25.4% | -0.5% | +25.9% | +22.1% |
| 3Y | +1,152.6% | +47.2% | +1,105.5% | +836.4% |
| 5Y | +28.9% | +2.3% | +26.6% | +20.0% |
| All | +3,335.1% | +62.8% | +3,272.3% | +2,266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling