+3,015.3%
CVNA vs GWW
+659.9%
+2,355.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -7.3% | -3.4% | -3.9% | -4.9% |
| 30D | -4.6% | -1.9% | -2.7% | -3.5% |
| 3M | +2.0% | -2.4% | +4.4% | +3.1% |
| 6M | +11.7% | +15.7% | -4.0% | -0.9% |
| YTD | -18.1% | +27.6% | -45.7% | -33.3% |
| 1Y | -2.4% | +27.2% | -29.6% | -20.8% |
| 3Y | +580.6% | +89.7% | +490.9% | +305.0% |
| 5Y | +4.9% | +223.9% | -219.0% | -55.2% |
| All | +3,015.3% | +659.9% | +2,355.4% | +836.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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