+0.8%
CVNA vs JAAA
+4.9%
-4.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +0.5% |
| 7D | +0.7% | +0.2% | +0.6% | -1.6% |
| 30D | +7.4% | +0.5% | +6.8% | 0.0% |
| 3M | +12.7% | +1.3% | +11.4% | -5.4% |
| 6M | +17.9% | +2.7% | +15.3% | -17.7% |
| YTD | -11.6% | +3.2% | -14.8% | -43.6% |
| 1Y | +0.8% | +4.9% | -4.2% | -60.5% |
| All | +0.8% | +4.9% | -4.1% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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