+13.0%
CVNA vs P
+276.6%
-263.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | +0.7% | +6.5% | -5.8% | -3.1% |
| 30D | +7.4% | +18.8% | -11.5% | -6.1% |
| 3M | +12.7% | +26.7% | -14.1% | -7.8% |
| 6M | +17.9% | +62.2% | -44.2% | -21.3% |
| YTD | -11.6% | +48.5% | -60.1% | -39.7% |
| 1Y | +0.8% | +26.4% | -25.6% | -29.1% |
| 3Y | +633.4% | +159.4% | +474.0% | +89.0% |
| All | +13.0% | +276.6% | -263.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling