+3,265.8%
CVNA vs MTB
+100.5%
+3,165.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +3.5% | +2.8% | +0.8% | +1.6% |
| 30D | +5.5% | -4.2% | +9.6% | +8.2% |
| 3M | +7.6% | +7.8% | -0.2% | +1.8% |
| 6M | +17.6% | +14.8% | +2.8% | +6.6% |
| YTD | -11.5% | +20.8% | -32.2% | -22.3% |
| 1Y | +0.4% | +23.1% | -22.7% | -13.2% |
| 3Y | +695.6% | +114.8% | +580.7% | +392.0% |
| 5Y | +13.6% | +103.3% | -89.7% | -20.0% |
| All | +3,265.8% | +100.5% | +3,165.3% | +2,426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MTB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling