+3,189.2%
CVNA vs HAS
+67.2%
+3,122.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -5.0% | -4.9% |
| 7D | +2.4% | +3.3% | -0.8% | -0.1% |
| 30D | +14.6% | +30.5% | -16.0% | -9.0% |
| 3M | -1.5% | +29.9% | -31.4% | -21.8% |
| 6M | -6.3% | +26.5% | -32.9% | -25.4% |
| YTD | -13.5% | +51.9% | -65.4% | -42.6% |
| 1Y | +13.3% | +60.9% | -47.6% | -28.6% |
| 3Y | +1,150.8% | +215.0% | +935.8% | +294.3% |
| 5Y | +27.1% | +51.5% | -24.4% | -13.9% |
| All | +3,189.2% | +67.2% | +3,122.0% | +1,384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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