+25.2%
CVNA vs ICE
+21.0%
+4.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.5% | +7.5% |
| 7D | +31.3% | +12.2% | +19.2% | +24.2% |
| 30D | +21.7% | +15.0% | +6.8% | +13.5% |
| 3M | +14.0% | +17.6% | -3.6% | +4.5% |
| 6M | +3.0% | +12.6% | -9.6% | -2.5% |
| YTD | -8.1% | +9.1% | -17.2% | -12.2% |
| 1Y | +25.2% | +20.6% | +4.6% | +15.6% |
| All | +25.2% | +21.0% | +4.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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