+3,015.3%
CVNA vs ICE
+194.2%
+2,821.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.7% |
| 7D | -7.3% | -2.4% | -4.9% | -4.8% |
| 30D | -4.6% | +4.0% | -8.6% | -9.3% |
| 3M | +2.0% | +13.7% | -11.7% | -13.5% |
| 6M | +11.7% | +0.9% | +10.8% | +7.9% |
| YTD | -18.1% | -2.1% | -15.9% | -18.7% |
| 1Y | -2.4% | -9.5% | +7.1% | +5.6% |
| 3Y | +580.6% | +42.1% | +538.5% | +310.8% |
| 5Y | +4.9% | +41.4% | -36.5% | -32.1% |
| All | +3,015.3% | +194.2% | +2,821.1% | +813.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling