+3,265.8%
CVNA vs GWW
+665.3%
+2,600.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +2.2% |
| 7D | +3.5% | -1.5% | +5.0% | +4.6% |
| 30D | +5.5% | +1.1% | +4.4% | +4.3% |
| 3M | +7.6% | -1.0% | +8.6% | +7.6% |
| 6M | +17.6% | +16.3% | +1.3% | +3.9% |
| YTD | -11.5% | +28.5% | -40.0% | -28.3% |
| 1Y | +0.4% | +30.3% | -29.9% | -20.1% |
| 3Y | +695.6% | +91.6% | +604.0% | +369.9% |
| 5Y | +13.6% | +224.0% | -210.4% | -51.6% |
| All | +3,265.8% | +665.3% | +2,600.5% | +905.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling