+3,133.9%
CVNA vs IR
+274.4%
+2,859.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.1% |
| 7D | -1.0% | -1.9% | +0.9% | +0.5% |
| 30D | -1.0% | -15.0% | +14.0% | +12.8% |
| 3M | +5.5% | -0.4% | +5.9% | +5.0% |
| 6M | +11.8% | -15.0% | +26.9% | +26.4% |
| YTD | -13.0% | -7.1% | -6.0% | -9.4% |
| 1Y | -2.1% | -7.5% | +5.4% | +1.6% |
| 3Y | +681.6% | +6.3% | +675.3% | +601.4% |
| 5Y | +11.6% | +37.3% | -25.7% | -13.3% |
| All | +3,133.9% | +274.4% | +2,859.5% | +1,603.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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