+3,265.8%
CVNA vs OVV
+48.0%
+3,217.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +3.5% | -3.7% | +7.2% | +4.6% |
| 30D | +5.5% | +8.0% | -2.5% | +3.1% |
| 3M | +7.6% | +11.3% | -3.7% | +3.4% |
| 6M | +17.6% | +24.0% | -6.4% | +8.4% |
| YTD | -11.5% | +65.3% | -76.8% | -25.4% |
| 1Y | +0.4% | +60.2% | -59.8% | -15.3% |
| 3Y | +695.6% | +46.9% | +648.6% | +581.9% |
| 5Y | +13.6% | +158.7% | -145.1% | -18.9% |
| All | +3,265.8% | +48.0% | +3,217.8% | +1,675.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling