+3,015.3%
CVNA vs IT
+57.4%
+2,958.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -5.3% |
| 7D | -7.3% | -3.7% | -3.6% | -5.4% |
| 30D | -4.6% | +0.1% | -4.7% | -5.8% |
| 3M | +2.0% | +20.7% | -18.7% | -16.7% |
| 6M | +11.7% | +12.0% | -0.2% | -6.4% |
| YTD | -18.1% | -28.8% | +10.8% | -4.1% |
| 1Y | -2.4% | -25.5% | +23.1% | +8.0% |
| 3Y | +580.6% | -48.8% | +629.3% | +869.0% |
| 5Y | +4.9% | -42.7% | +47.6% | +48.3% |
| All | +3,015.3% | +57.4% | +2,958.0% | +1,917.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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