+3,189.2%
CVNA vs M
+28.8%
+3,160.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.8% | -4.5% |
| 7D | +2.4% | +5.0% | -2.6% | +0.4% |
| 30D | +14.6% | +10.6% | +3.9% | +10.1% |
| 3M | -1.5% | +1.6% | -3.1% | -2.5% |
| 6M | -6.3% | +30.8% | -37.2% | -16.9% |
| YTD | -13.5% | +16.9% | -30.4% | -20.5% |
| 1Y | +13.3% | +26.3% | -13.0% | +0.4% |
| 3Y | +1,150.8% | +158.6% | +992.2% | +683.0% |
| 5Y | +27.1% | +2.1% | +25.0% | +13.4% |
| All | +3,189.2% | +28.8% | +3,160.4% | +2,139.7% |
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