+3.4%
CVNA vs IRE
-97.2%
+100.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +39.6% | -37.5% | +0.5% |
| 7D | +7.7% | -27.2% | +34.9% | +8.1% |
| 30D | +17.2% | -75.1% | +92.3% | +22.6% |
| 3M | +7.7% | -77.9% | +85.5% | +12.4% |
| 6M | -5.5% | -94.6% | +89.1% | +4.6% |
| YTD | -12.8% | -91.5% | +78.7% | -13.8% |
| 1Y | +26.8% | -97.8% | +124.6% | +44.5% |
| All | +3.4% | -97.2% | +100.6% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling