+648.3%
CVNA vs PENG
+101.4%
+546.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.9% | +0.1% |
| 7D | +0.7% | +4.5% | -3.8% | -0.3% |
| 30D | +7.4% | -7.1% | +14.5% | +8.6% |
| 3M | +12.7% | -27.3% | +40.0% | +16.7% |
| 6M | +17.9% | +169.6% | -151.7% | -22.8% |
| YTD | -11.6% | +164.6% | -176.2% | -42.4% |
| 1Y | +0.8% | +109.5% | -108.7% | -29.8% |
| All | +648.3% | +101.4% | +546.9% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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