+591.6%
CVNA vs INDA
+6.8%
+584.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -2.6% |
| 7D | -4.3% | -3.6% | -0.7% | +1.0% |
| 30D | -2.4% | -4.0% | +1.6% | +3.7% |
| 3M | +4.5% | +1.7% | +2.8% | +2.7% |
| 6M | +10.2% | -3.6% | +13.9% | +17.3% |
| YTD | -16.7% | -11.0% | -5.7% | -1.2% |
| 1Y | -3.8% | -9.5% | +5.7% | +10.9% |
| All | +591.6% | +6.8% | +584.8% | +312.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling