+3,015.3%
CVNA vs HWM
+1,039.8%
+1,975.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -7.3% | -11.4% | +4.2% | -0.4% |
| 30D | -4.6% | -18.5% | +13.9% | +7.0% |
| 3M | +2.0% | -13.2% | +15.2% | +9.2% |
| 6M | +11.7% | -8.7% | +20.4% | +14.9% |
| YTD | -18.1% | +12.2% | -30.2% | -27.3% |
| 1Y | -2.4% | +24.9% | -27.3% | -19.3% |
| 3Y | +580.6% | +383.9% | +196.7% | +137.4% |
| 5Y | +4.9% | +646.1% | -641.3% | -70.3% |
| All | +3,015.3% | +1,039.8% | +1,975.5% | +469.2% |
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