+3,206.8%
CVNA vs ITW
+136.1%
+3,070.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | +0.3% |
| 7D | -1.0% | -1.9% | +0.9% | +1.2% |
| 30D | -1.0% | -10.4% | +9.4% | +12.6% |
| 3M | +5.5% | +3.5% | +1.9% | +1.2% |
| 6M | +11.8% | -3.4% | +15.2% | +16.5% |
| YTD | -13.0% | +8.5% | -21.5% | -22.4% |
| 1Y | -2.1% | +3.2% | -5.4% | -8.4% |
| 3Y | +681.6% | +18.9% | +662.7% | +521.4% |
| 5Y | +11.6% | +35.0% | -23.4% | -16.9% |
| All | +3,206.8% | +136.1% | +3,070.6% | +1,300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling