+1,163.4%
CVNA vs MTB
+106.3%
+1,057.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.6% |
| 7D | -1.6% | +1.5% | -3.2% | -3.0% |
| 30D | +24.9% | +2.3% | +22.5% | +22.9% |
| 3M | -1.8% | -12.1% | +10.3% | +10.5% |
| 6M | +3.5% | +9.8% | -6.3% | -6.4% |
| YTD | -14.3% | +12.0% | -26.3% | -24.0% |
| 1Y | +13.6% | +22.0% | -8.4% | -7.8% |
| 3Y | +1,163.4% | +107.6% | +1,055.8% | +326.0% |
| All | +1,163.4% | +106.3% | +1,057.2% | +326.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling