+591.6%
CVNA vs MAR
+63.6%
+528.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -3.6% |
| 7D | -4.3% | -2.1% | -2.2% | -2.4% |
| 30D | -2.4% | -5.7% | +3.3% | +2.9% |
| 3M | +4.5% | -14.6% | +19.1% | +19.6% |
| 6M | +10.2% | +1.3% | +8.9% | +6.0% |
| YTD | -16.7% | +6.7% | -23.4% | -25.1% |
| 1Y | -3.8% | +26.4% | -30.2% | -30.3% |
| All | +591.6% | +63.6% | +528.0% | +258.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling