+6.6%
CVNA vs KMX
-54.8%
+61.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.6% |
| 7D | -4.3% | -3.4% | -0.9% | -1.2% |
| 30D | -2.4% | +4.0% | -6.4% | -6.1% |
| 3M | +4.5% | +24.8% | -20.3% | -17.9% |
| 6M | +10.2% | +43.6% | -33.4% | -28.1% |
| YTD | -16.7% | +56.6% | -73.4% | -52.2% |
| 1Y | -3.8% | +2.2% | -6.0% | -20.0% |
| 3Y | +648.3% | -25.4% | +673.7% | +748.7% |
| 5Y | +6.6% | -55.0% | +61.6% | +117.2% |
| All | +6.6% | -54.8% | +61.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 5y: compounded portfolio wealth divided by compounded KMX 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…
5y analysis · Full analysis span regression · 6 months rolling