+28.9%
CVNA vs M
-2.8%
+31.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | -1.7% |
| 7D | +5.9% | +2.5% | +3.4% | +4.1% |
| 30D | +19.7% | +10.1% | +9.6% | +12.3% |
| 3M | +7.6% | -0.9% | +8.6% | +7.3% |
| 6M | -2.2% | +30.2% | -32.3% | -20.1% |
| YTD | -9.6% | +16.3% | -25.9% | -22.1% |
| 1Y | +25.4% | +27.0% | -1.5% | +0.5% |
| 3Y | +1,152.6% | +154.5% | +998.1% | +371.3% |
| 5Y | +28.9% | -1.1% | +29.9% | -6.1% |
| All | +28.9% | -2.8% | +31.7% | -6.1% |
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