+13.6%
CVNA vs M
+24.8%
-11.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.8% |
| 7D | +3.5% | +2.4% | +1.1% | +2.0% |
| 30D | +5.5% | -11.6% | +17.1% | +13.6% |
| 3M | +7.6% | +1.6% | +6.0% | +5.1% |
| 6M | +17.6% | +25.2% | -7.6% | -0.8% |
| YTD | -11.5% | +3.8% | -15.2% | -16.9% |
| 1Y | +0.4% | +36.3% | -36.0% | -22.8% |
| 3Y | +695.6% | +116.3% | +579.2% | +261.6% |
| 5Y | +13.6% | +28.2% | -14.6% | -12.5% |
| All | +13.6% | +24.8% | -11.2% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling