+3,265.8%
CVNA vs HIG
+245.0%
+3,020.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +1.2% |
| 7D | +3.5% | -1.1% | +4.6% | +4.1% |
| 30D | +5.5% | -4.9% | +10.4% | +8.1% |
| 3M | +7.6% | +6.8% | +0.8% | +3.1% |
| 6M | +17.6% | -1.7% | +19.3% | +17.5% |
| YTD | -11.5% | -0.2% | -11.2% | -12.7% |
| 1Y | +0.4% | +5.7% | -5.3% | -4.8% |
| 3Y | +695.6% | +100.3% | +595.3% | +420.8% |
| 5Y | +13.6% | +118.5% | -104.9% | -28.8% |
| All | +3,265.8% | +245.0% | +3,020.8% | +1,599.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling