+3,259.9%
CVNA vs MOD
+1,549.7%
+1,710.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.1% |
| 7D | +0.7% | +9.6% | -8.8% | -2.4% |
| 30D | +7.4% | 0.0% | +7.3% | +6.7% |
| 3M | +12.7% | -35.4% | +48.1% | +27.4% |
| 6M | +17.9% | -7.3% | +25.2% | +14.9% |
| YTD | -11.6% | +45.8% | -57.4% | -28.3% |
| 1Y | +0.8% | +43.1% | -42.4% | -19.0% |
| 3Y | +633.4% | +297.7% | +335.8% | +289.1% |
| 5Y | +13.5% | +1,478.8% | -1,465.3% | -62.1% |
| All | +3,259.9% | +1,549.7% | +1,710.2% | +881.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling