+695.6%
CVNA vs IR
+8.4%
+687.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.0% |
| 30D | +5.5% | -13.6% | +19.1% | +17.2% |
| 3M | +7.6% | +3.7% | +3.9% | +4.0% |
| 6M | +17.6% | -13.1% | +30.6% | +29.2% |
| YTD | -11.5% | -5.1% | -6.4% | -9.5% |
| 1Y | +0.4% | -6.5% | +6.8% | +3.2% |
| 3Y | +695.6% | +8.5% | +687.1% | +505.3% |
| All | +695.6% | +8.4% | +687.2% | +505.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling