+3,091.0%
CVNA vs OVV
+50.5%
+3,040.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.7% |
| 7D | -1.7% | +6.5% | -8.3% | -3.4% |
| 30D | +17.3% | -2.7% | +20.0% | +17.5% |
| 3M | -2.3% | +3.1% | -5.4% | -4.0% |
| 6M | -3.9% | +12.8% | -16.7% | -9.0% |
| YTD | -16.1% | +68.1% | -84.2% | -30.1% |
| 1Y | +7.9% | +73.6% | -65.7% | -11.4% |
| 3Y | +1,113.4% | +57.6% | +1,055.8% | +913.6% |
| 5Y | +20.3% | +104.5% | -84.2% | -9.1% |
| All | +3,091.0% | +50.5% | +3,040.5% | +1,562.5% |
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