+0.8%
CVNA vs HWM
+48.6%
-47.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | +0.7% | -2.1% | +2.8% | +1.4% |
| 30D | +7.4% | -11.0% | +18.3% | +11.6% |
| 3M | +12.7% | +4.0% | +8.7% | +8.5% |
| 6M | +17.9% | -0.2% | +18.1% | +14.5% |
| YTD | -11.6% | +26.7% | -38.3% | -25.8% |
| 1Y | +0.8% | +44.7% | -44.0% | -15.9% |
| All | +0.8% | +48.6% | -47.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling