+3,159.9%
CVNA vs P
+925.5%
+2,234.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +3.2% |
| 7D | -1.6% | +11.6% | -13.2% | -7.6% |
| 30D | +24.9% | -23.7% | +48.5% | +40.3% |
| 3M | -1.8% | -8.0% | +6.2% | -4.1% |
| 6M | +3.5% | +27.9% | -24.4% | -21.4% |
| YTD | -14.3% | +61.2% | -75.4% | -46.0% |
| 1Y | +13.6% | +28.6% | -15.0% | -21.9% |
| 3Y | +1,163.4% | +200.5% | +963.0% | +298.4% |
| 5Y | +22.9% | +282.9% | -260.0% | -63.6% |
| All | +3,159.9% | +925.5% | +2,234.4% | +610.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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