+1,163.4%
CVNA vs MOD
+201.5%
+962.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +27.9% | -25.7% | -6.9% |
| 7D | -1.6% | +40.4% | -42.1% | -13.2% |
| 30D | +24.9% | -14.0% | +38.9% | +27.6% |
| 3M | -1.8% | -33.3% | +31.5% | +9.4% |
| 6M | +3.5% | -51.4% | +54.9% | +25.6% |
| YTD | -14.3% | +1.6% | -15.9% | -28.0% |
| 1Y | +13.6% | +5.4% | +8.2% | -8.0% |
| 3Y | +1,163.4% | +191.0% | +972.5% | +159.0% |
| All | +1,163.4% | +201.5% | +962.0% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling