+13.0%
CVNA vs HWM
+7.8%
+5.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | -4.8% | +5.0% | -9.7% | -6.1% |
| 30D | +24.1% | +1.5% | +22.6% | +22.4% |
| 3M | +2.6% | -20.3% | +22.9% | +6.9% |
| 6M | -3.1% | -18.0% | +14.9% | -0.7% |
| YTD | -12.5% | +9.5% | -22.0% | -21.7% |
| 1Y | +13.0% | +7.5% | +5.5% | +7.8% |
| All | +13.0% | +7.8% | +5.2% | +7.8% |
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