+580.6%
CVNA vs KNX
+34.6%
+546.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.8% |
| 7D | -7.3% | -5.6% | -1.7% | -4.6% |
| 30D | -4.6% | -4.4% | -0.2% | -2.7% |
| 3M | +2.0% | -17.3% | +19.3% | +11.9% |
| 6M | +11.7% | +22.6% | -10.9% | -1.7% |
| YTD | -18.1% | +31.1% | -49.2% | -31.2% |
| 1Y | -2.4% | +60.2% | -62.6% | -29.0% |
| 3Y | +580.6% | +35.8% | +544.8% | +466.9% |
| All | +580.6% | +34.6% | +546.0% | +466.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling