+3,259.9%
CVNA vs MAR
+280.7%
+2,979.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +0.7% | -4.2% | +4.9% | +4.3% |
| 30D | +7.4% | -6.7% | +14.0% | +13.5% |
| 3M | +12.7% | -12.5% | +25.2% | +24.6% |
| 6M | +17.9% | +0.6% | +17.4% | +16.0% |
| YTD | -11.6% | +9.1% | -20.7% | -19.6% |
| 1Y | +0.8% | +26.2% | -25.5% | -20.2% |
| 3Y | +633.4% | +68.2% | +565.3% | +370.1% |
| 5Y | +13.5% | +163.9% | -150.4% | -44.3% |
| All | +3,259.9% | +280.7% | +2,979.2% | +1,314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling