+3,015.3%
CVNA vs KNX
+114.5%
+2,900.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.6% |
| 7D | -7.3% | -5.6% | -1.7% | -3.7% |
| 30D | -4.6% | -4.4% | -0.2% | -2.2% |
| 3M | +2.0% | -17.3% | +19.3% | +14.9% |
| 6M | +11.7% | +22.6% | -10.9% | -5.7% |
| YTD | -18.1% | +31.1% | -49.2% | -34.8% |
| 1Y | -2.4% | +60.2% | -62.6% | -34.7% |
| 3Y | +580.6% | +35.8% | +544.8% | +399.6% |
| 5Y | +4.9% | +38.9% | -34.0% | -17.9% |
| All | +3,015.3% | +114.5% | +2,900.8% | +1,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling