+3,265.8%
CVNA vs OMC
+35.6%
+3,230.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.3% |
| 7D | +3.5% | -5.8% | +9.3% | +6.9% |
| 30D | +5.5% | -4.8% | +10.3% | +8.2% |
| 3M | +7.6% | +9.2% | -1.6% | +0.7% |
| 6M | +17.6% | -2.5% | +20.1% | +18.0% |
| YTD | -11.5% | +2.6% | -14.0% | -16.3% |
| 1Y | +0.4% | +5.9% | -5.6% | -9.0% |
| 3Y | +695.6% | +14.2% | +681.4% | +574.1% |
| 5Y | +13.6% | +33.2% | -19.7% | -10.6% |
| All | +3,265.8% | +35.6% | +3,230.2% | +2,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling