+6.6%
CVNA vs HIG
+118.8%
-112.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.4% |
| 7D | -4.3% | -2.3% | -2.0% | -2.9% |
| 30D | -2.4% | -1.2% | -1.2% | -1.9% |
| 3M | +4.5% | +6.3% | -1.8% | -0.6% |
| 6M | +10.2% | +0.6% | +9.7% | +8.3% |
| YTD | -16.7% | +0.6% | -17.3% | -18.7% |
| 1Y | -3.8% | +6.1% | -9.9% | -10.5% |
| 3Y | +648.3% | +102.0% | +546.3% | +289.4% |
| 5Y | +6.6% | +119.2% | -112.6% | -51.6% |
| All | +6.6% | +118.8% | -112.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling