+3,015.3%
CVNA vs KRE
+70.6%
+2,944.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -7.3% | -1.8% | -5.5% | -5.8% |
| 30D | -4.6% | -4.5% | -0.1% | -0.9% |
| 3M | +2.0% | +2.7% | -0.8% | -0.6% |
| 6M | +11.7% | +16.9% | -5.1% | -2.3% |
| YTD | -18.1% | +15.4% | -33.4% | -27.5% |
| 1Y | -2.4% | +16.1% | -18.5% | -14.5% |
| 3Y | +580.6% | +85.7% | +494.9% | +317.3% |
| 5Y | +4.9% | +33.3% | -28.4% | -11.0% |
| All | +3,015.3% | +70.6% | +2,944.7% | +1,999.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling