+25.2%
CVNA vs KWEB
-34.1%
+59.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.5% | +4.3% | +6.5% |
| 7D | +31.3% | +5.8% | +25.6% | +27.7% |
| 30D | +21.7% | -1.0% | +22.7% | +22.2% |
| 3M | +14.0% | -15.8% | +29.8% | +23.7% |
| 6M | +3.0% | -14.9% | +17.9% | +10.6% |
| YTD | -8.1% | -28.6% | +20.5% | +10.6% |
| 1Y | +25.2% | -33.9% | +59.1% | +62.8% |
| All | +25.2% | -34.1% | +59.3% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling