+3,159.9%
CVNA vs HWM
+997.0%
+2,162.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.8% |
| 7D | -1.6% | +7.3% | -8.9% | -6.0% |
| 30D | +24.9% | +1.6% | +23.3% | +22.6% |
| 3M | -1.8% | -21.9% | +20.1% | +12.2% |
| 6M | +3.5% | -19.0% | +22.6% | +14.8% |
| YTD | -14.3% | +7.9% | -22.2% | -22.7% |
| 1Y | +13.6% | +9.9% | +3.7% | +1.1% |
| 3Y | +1,163.4% | +342.1% | +821.3% | +360.7% |
| 5Y | +22.9% | +600.8% | -577.9% | -64.0% |
| All | +3,159.9% | +997.0% | +2,162.9% | +505.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling