+0.4%
CVNA vs MOD
+40.7%
-40.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +3.5% | +6.3% | -2.8% | +2.4% |
| 30D | +5.5% | -1.7% | +7.1% | +5.6% |
| 3M | +7.6% | -30.1% | +37.7% | +15.3% |
| 6M | +17.6% | +2.7% | +14.9% | +12.0% |
| YTD | -11.5% | +44.1% | -55.5% | -23.7% |
| 1Y | +0.4% | +38.7% | -38.4% | -12.1% |
| All | +0.4% | +40.7% | -40.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MOD 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling