+4.8%
CVNA vs IRE
-84.4%
+89.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | +1.0% |
| 7D | +0.7% | +54.8% | -54.0% | -1.3% |
| 30D | +7.4% | +18.4% | -11.0% | +6.0% |
| 3M | +12.7% | -66.7% | +79.4% | +18.5% |
| 6M | +17.9% | -52.3% | +70.2% | +15.6% |
| YTD | -11.6% | -52.3% | +40.7% | -17.6% |
| All | +4.8% | -84.4% | +89.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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