+3,259.9%
CVNA vs M
+17.4%
+3,242.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.5% |
| 7D | +0.7% | +4.7% | -4.0% | -1.1% |
| 30D | +7.4% | -9.6% | +17.0% | +11.6% |
| 3M | +12.7% | +0.9% | +11.8% | +11.6% |
| 6M | +17.9% | +22.3% | -4.3% | +7.5% |
| YTD | -11.6% | +6.5% | -18.2% | -15.5% |
| 1Y | +0.8% | +38.8% | -38.0% | -14.2% |
| 3Y | +633.4% | +115.9% | +517.5% | +394.3% |
| 5Y | +13.5% | +28.6% | -15.2% | -2.2% |
| All | +3,259.9% | +17.4% | +3,242.6% | +2,279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling