+3,206.8%
CVNA vs M
+9.5%
+3,197.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.1% |
| 7D | -1.0% | -4.1% | +3.0% | +0.6% |
| 30D | -1.0% | -13.6% | +12.6% | +4.8% |
| 3M | +5.5% | -2.3% | +7.7% | +5.8% |
| 6M | +11.8% | +21.9% | -10.1% | +2.0% |
| YTD | -13.0% | -0.6% | -12.4% | -14.5% |
| 1Y | -2.1% | +29.7% | -31.8% | -14.4% |
| 3Y | +681.6% | +107.3% | +574.3% | +435.3% |
| 5Y | +11.6% | +20.5% | -8.9% | -1.2% |
| All | +3,206.8% | +9.5% | +3,197.2% | +2,306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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