+3,214.0%
CVNA vs P
+818.8%
+2,395.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.5% | +0.1% |
| 7D | +7.7% | -23.8% | +31.5% | +23.0% |
| 30D | +17.2% | -36.6% | +53.8% | +46.0% |
| 3M | +7.7% | +10.9% | -3.2% | -6.8% |
| 6M | -5.5% | +30.0% | -35.5% | -30.0% |
| YTD | -12.8% | +44.4% | -57.2% | -41.5% |
| 1Y | +26.8% | +3.9% | +22.9% | -1.0% |
| 3Y | +1,007.0% | +176.6% | +830.4% | +263.8% |
| 5Y | +23.5% | +249.3% | -225.8% | -61.5% |
| All | +3,214.0% | +818.8% | +2,395.2% | +669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling