+3,259.9%
CVNA vs PCAR
+297.3%
+2,962.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.7% | -0.5% | +1.3% | +1.1% |
| 30D | +7.4% | -6.2% | +13.6% | +13.2% |
| 3M | +12.7% | +5.9% | +6.8% | +6.5% |
| 6M | +17.9% | +0.4% | +17.5% | +16.0% |
| YTD | -11.6% | +14.8% | -26.5% | -23.5% |
| 1Y | +0.8% | +30.1% | -29.4% | -23.2% |
| 3Y | +633.4% | +66.7% | +566.8% | +325.6% |
| 5Y | +13.5% | +166.1% | -152.7% | -57.2% |
| All | +3,259.9% | +297.3% | +2,962.6% | +724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling