+3,015.3%
CVNA vs MO
+86.0%
+2,929.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -4.6% | +7.1% | -11.7% | -7.4% |
| 3M | +2.0% | -2.0% | +3.9% | +2.2% |
| 6M | +11.7% | +7.3% | +4.4% | +6.2% |
| YTD | -18.1% | +23.5% | -41.5% | -28.1% |
| 1Y | -2.4% | +11.0% | -13.4% | -9.6% |
| 3Y | +580.6% | +95.0% | +485.6% | +356.3% |
| 5Y | +4.9% | +100.6% | -95.8% | -31.9% |
| All | +3,015.3% | +86.0% | +2,929.3% | +1,741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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