+54.3%
CVNA vs PCOR
-30.9%
+85.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | +5.1% |
| 7D | +0.7% | -9.0% | +9.7% | +8.5% |
| 30D | +7.4% | +4.2% | +3.2% | +2.5% |
| 3M | +12.7% | +14.4% | -1.7% | -3.9% |
| 6M | +17.9% | +0.2% | +17.8% | +6.7% |
| YTD | -11.6% | -20.3% | +8.6% | -4.2% |
| 1Y | +0.8% | -16.1% | +16.9% | +0.6% |
| 3Y | +633.4% | -14.7% | +648.1% | +550.7% |
| 5Y | +13.5% | -43.2% | +56.6% | +6.4% |
| All | +54.3% | -30.9% | +85.2% | +44.7% |
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