+52.2%
CVNA vs PCOR
-10.3%
+62.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.4% |
| 7D | +7.7% | +22.7% | -15.0% | -9.8% |
| 30D | +17.2% | +37.5% | -20.2% | -10.9% |
| 3M | +7.7% | +35.2% | -27.5% | -18.8% |
| 6M | -5.5% | +42.2% | -47.8% | -35.0% |
| YTD | -12.8% | +3.6% | -16.4% | -25.4% |
| 1Y | +26.8% | -4.8% | +31.5% | +17.2% |
| 3Y | +1,007.0% | +48.3% | +958.6% | +502.3% |
| 5Y | +23.5% | -20.1% | +43.6% | -8.7% |
| All | +52.2% | -10.3% | +62.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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