+3,335.1%
CVNA vs MOD
+799.6%
+2,535.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.9% | -6.2% | +0.4% |
| 7D | +5.9% | -13.9% | +19.9% | +9.3% |
| 30D | +19.7% | -41.5% | +61.2% | +39.7% |
| 3M | +7.6% | -45.7% | +53.4% | +27.7% |
| 6M | -2.2% | -61.1% | +59.0% | +25.8% |
| YTD | -9.6% | -20.5% | +10.8% | -12.7% |
| 1Y | +25.4% | -32.1% | +57.6% | +26.7% |
| 3Y | +1,152.6% | +146.5% | +1,006.2% | +665.2% |
| 5Y | +28.9% | +812.7% | -783.8% | -49.2% |
| All | +3,335.1% | +799.6% | +2,535.6% | +1,095.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling