+3,015.3%
CVNA vs INDA
+68.5%
+2,946.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -2.8% |
| 7D | -7.3% | -2.7% | -4.6% | -4.1% |
| 30D | -4.6% | -2.8% | -1.8% | -1.1% |
| 3M | +2.0% | +1.6% | +0.3% | +0.4% |
| 6M | +11.7% | -1.4% | +13.2% | +15.0% |
| YTD | -18.1% | -10.1% | -7.9% | -5.5% |
| 1Y | -2.4% | -8.8% | +6.4% | +10.1% |
| 3Y | +580.6% | +7.6% | +573.0% | +533.8% |
| 5Y | +4.9% | +5.8% | -0.9% | +6.1% |
| All | +3,015.3% | +68.5% | +2,946.8% | +1,909.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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