+3,015.3%
CVNA vs MAR
+278.6%
+2,736.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -3.0% |
| 7D | -7.3% | -0.5% | -6.7% | -6.9% |
| 30D | -4.6% | -5.4% | +0.8% | -0.2% |
| 3M | +2.0% | -15.5% | +17.5% | +16.1% |
| 6M | +11.7% | +3.0% | +8.8% | +7.6% |
| YTD | -18.1% | +8.5% | -26.6% | -25.2% |
| 1Y | -2.4% | +26.0% | -28.3% | -22.5% |
| 3Y | +580.6% | +68.6% | +512.0% | +335.3% |
| 5Y | +4.9% | +157.4% | -152.5% | -47.7% |
| All | +3,015.3% | +278.6% | +2,736.7% | +1,216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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