+3,159.9%
CVNA vs IAU
+199.7%
+2,960.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -4.6% | +3.0% | +0.7% |
| 30D | +24.9% | -5.4% | +30.3% | +28.3% |
| 3M | -1.8% | -10.9% | +9.1% | +4.0% |
| 6M | +3.5% | -17.4% | +20.9% | +13.4% |
| YTD | -14.3% | -10.2% | -4.0% | -10.7% |
| 1Y | +13.6% | -7.1% | +20.6% | +16.2% |
| 3Y | +1,163.4% | +97.7% | +1,065.7% | +702.0% |
| 5Y | +22.9% | +105.3% | -82.4% | -25.3% |
| All | +3,159.9% | +199.7% | +2,960.2% | +1,605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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