+695.6%
CVNA vs HWM
+385.3%
+310.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.7% | +10.9% | +8.0% |
| 7D | +3.5% | -9.2% | +12.7% | +10.1% |
| 30D | +5.5% | -17.9% | +23.3% | +19.9% |
| 3M | +7.6% | -6.0% | +13.6% | +8.3% |
| 6M | +17.6% | -7.4% | +24.9% | +18.6% |
| YTD | -11.5% | +13.1% | -24.6% | -26.9% |
| 1Y | +0.4% | +29.3% | -28.9% | -27.2% |
| 3Y | +695.6% | +389.9% | +305.7% | +20.4% |
| All | +695.6% | +385.3% | +310.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling