+580.6%
CVNA vs KWEB
-2.3%
+582.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.9% |
| 7D | -7.3% | -5.6% | -1.7% | -4.5% |
| 30D | -4.6% | -10.7% | +6.1% | +1.1% |
| 3M | +2.0% | -7.4% | +9.4% | +6.1% |
| 6M | +11.7% | -19.3% | +31.1% | +24.2% |
| YTD | -18.1% | -27.8% | +9.7% | -3.8% |
| 1Y | -2.4% | -35.9% | +33.6% | +22.5% |
| 3Y | +580.6% | -1.9% | +582.5% | +546.3% |
| All | +580.6% | -2.3% | +582.9% | +546.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling