+3,159.9%
CVNA vs HAS
+65.4%
+3,094.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.8% |
| 7D | -1.6% | +1.4% | -3.0% | -2.7% |
| 30D | +24.9% | +26.3% | -1.4% | +2.1% |
| 3M | -1.8% | +25.6% | -27.4% | -19.6% |
| 6M | +3.5% | +30.3% | -26.7% | -19.6% |
| YTD | -14.3% | +50.4% | -64.6% | -42.6% |
| 1Y | +13.6% | +57.7% | -44.1% | -27.2% |
| 3Y | +1,163.4% | +213.4% | +950.1% | +299.8% |
| 5Y | +22.9% | +49.1% | -26.2% | -15.7% |
| All | +3,159.9% | +65.4% | +3,094.5% | +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