+683.0%
CVNA vs PCAR
+68.2%
+614.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.7% | -0.5% | +1.3% | +1.0% |
| 30D | +7.4% | -6.2% | +13.6% | +11.7% |
| 3M | +12.7% | +5.9% | +6.8% | +8.1% |
| 6M | +17.9% | +0.4% | +17.5% | +16.6% |
| YTD | -11.6% | +14.8% | -26.5% | -20.9% |
| 1Y | +0.8% | +30.1% | -29.4% | -18.5% |
| All | +683.0% | +68.2% | +614.8% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 3y: compounded portfolio wealth divided by compounded PCAR 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…
3y analysis · Full analysis span regression · 6 months rolling