+0.5%
CVNA vs IR
-7.6%
+8.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.5% |
| 7D | -1.0% | -1.9% | +0.9% | +0.1% |
| 30D | -1.0% | -15.0% | +14.0% | +9.4% |
| 3M | +5.5% | -0.4% | +5.9% | +5.3% |
| 6M | +11.8% | -15.0% | +26.9% | +21.3% |
| YTD | -13.0% | -7.1% | -6.0% | -9.0% |
| All | +0.5% | -7.6% | +8.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling