+3,265.8%
CVNA vs LOW
+180.5%
+3,085.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +2.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.0% |
| 30D | +5.5% | -10.1% | +15.6% | +18.7% |
| 3M | +7.6% | -2.9% | +10.4% | +10.7% |
| 6M | +17.6% | -19.4% | +37.0% | +49.3% |
| YTD | -11.5% | -15.4% | +4.0% | +4.5% |
| 1Y | +0.4% | -24.9% | +25.3% | +34.6% |
| 3Y | +695.6% | -7.8% | +703.4% | +741.2% |
| 5Y | +13.6% | +8.4% | +5.2% | +12.0% |
| All | +3,265.8% | +180.5% | +3,085.3% | +1,320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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