+3,265.8%
CVNA vs KMX
+0.8%
+3,264.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +4.2% |
| 7D | +3.5% | -0.7% | +4.2% | +4.0% |
| 30D | +5.5% | +4.1% | +1.4% | +1.7% |
| 3M | +7.6% | +27.5% | -19.9% | -16.2% |
| 6M | +17.6% | +43.6% | -26.0% | -21.2% |
| YTD | -11.5% | +56.8% | -68.2% | -47.2% |
| 1Y | +0.4% | -1.3% | +1.7% | -13.2% |
| 3Y | +695.6% | -25.4% | +721.0% | +791.8% |
| 5Y | +13.6% | -53.9% | +67.5% | +130.2% |
| All | +3,265.8% | +0.8% | +3,264.9% | +2,938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling