+3,206.8%
CVNA vs PBR
+731.1%
+2,475.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -1.0% | +17.5% | -18.5% | -6.3% |
| 3M | +5.5% | +20.9% | -15.4% | -1.9% |
| 6M | +11.8% | +20.2% | -8.4% | +3.0% |
| YTD | -13.0% | +84.3% | -97.3% | -31.5% |
| 1Y | -2.1% | +77.1% | -79.2% | -22.1% |
| 3Y | +681.6% | +100.8% | +580.8% | +486.3% |
| 5Y | +11.6% | +556.1% | -544.5% | -49.3% |
| All | +3,206.8% | +731.1% | +2,475.6% | +1,139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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