+3,259.9%
CVNA vs P
+845.0%
+2,414.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | +12.7% | +26.7% | -14.1% | -7.2% |
| 6M | +17.9% | +62.2% | -44.2% | -19.6% |
| YTD | -11.6% | +48.5% | -60.1% | -38.3% |
| 1Y | +0.8% | +26.4% | -25.6% | -27.0% |
| 3Y | +633.4% | +159.4% | +474.0% | +169.0% |
| 5Y | +13.5% | +275.8% | -262.3% | -64.2% |
| All | +3,259.9% | +845.0% | +2,414.9% | +711.7% |
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