+3,259.9%
CVNA vs KEY
+81.9%
+3,178.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +0.7% | +2.2% | -1.5% | -0.7% |
| 30D | +7.4% | -3.0% | +10.4% | +9.4% |
| 3M | +12.7% | +3.3% | +9.4% | +9.8% |
| 6M | +17.9% | +9.2% | +8.7% | +10.7% |
| YTD | -11.6% | +10.6% | -22.3% | -17.6% |
| 1Y | +0.8% | +20.4% | -19.6% | -11.3% |
| 3Y | +633.4% | +121.8% | +511.6% | +343.3% |
| 5Y | +13.5% | +41.1% | -27.7% | -10.7% |
| All | +3,259.9% | +81.9% | +3,178.0% | +1,886.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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