+3,206.8%
CVNA vs MO
+83.0%
+3,123.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -1.0% | -2.4% | +1.4% | 0.0% |
| 30D | -1.0% | +3.6% | -4.6% | -2.5% |
| 3M | +5.5% | -3.7% | +9.2% | +6.5% |
| 6M | +11.8% | +4.5% | +7.3% | +7.6% |
| YTD | -13.0% | +21.5% | -34.5% | -23.1% |
| 1Y | -2.1% | +9.5% | -11.6% | -8.8% |
| 3Y | +681.6% | +93.6% | +588.1% | +425.6% |
| 5Y | +11.6% | +97.5% | -85.9% | -27.0% |
| All | +3,206.8% | +83.0% | +3,123.7% | +1,868.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling