+25.2%
CVNA vs ITW
+24.0%
+1.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +7.2% |
| 7D | +31.3% | +6.3% | +25.1% | +26.6% |
| 30D | +21.7% | +11.1% | +10.6% | +14.4% |
| 3M | +14.0% | +0.1% | +13.9% | +14.2% |
| 6M | +3.0% | +18.1% | -15.1% | -5.0% |
| YTD | -8.1% | +21.4% | -29.5% | -12.5% |
| 1Y | +25.2% | +22.9% | +2.3% | +19.4% |
| All | +25.2% | +24.0% | +1.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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