+0.8%
CVNA vs OMC
+9.8%
-9.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | +0.7% | -6.4% | +7.2% | +0.8% |
| 30D | +7.4% | +1.1% | +6.2% | +7.4% |
| 3M | +12.7% | +10.4% | +2.3% | +13.3% |
| 6M | +17.9% | -1.7% | +19.6% | +15.8% |
| YTD | -11.6% | +4.4% | -16.1% | -11.5% |
| 1Y | +0.8% | +8.4% | -7.7% | +1.4% |
| All | +0.8% | +9.8% | -9.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling