+3,015.3%
CVNA vs KWEB
-31.8%
+3,047.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -2.0% |
| 7D | -7.3% | -5.6% | -1.7% | -3.6% |
| 30D | -4.6% | -10.7% | +6.1% | +3.1% |
| 3M | +2.0% | -7.4% | +9.4% | +7.3% |
| 6M | +11.7% | -19.3% | +31.1% | +28.2% |
| YTD | -18.1% | -27.8% | +9.7% | +1.1% |
| 1Y | -2.4% | -35.9% | +33.6% | +31.4% |
| 3Y | +580.6% | -1.9% | +582.5% | +526.7% |
| 5Y | +4.9% | -43.2% | +48.1% | +37.8% |
| All | +3,015.3% | -31.8% | +3,047.1% | +3,098.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling