+3,015.3%
CVNA vs PHM
+474.1%
+2,541.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.9% |
| 7D | -7.3% | -5.0% | -2.3% | -3.4% |
| 30D | -4.6% | -8.4% | +3.9% | +2.6% |
| 3M | +2.0% | -4.4% | +6.4% | +5.5% |
| 6M | +11.7% | -3.7% | +15.5% | +14.5% |
| YTD | -18.1% | +1.3% | -19.3% | -20.7% |
| 1Y | -2.4% | -14.0% | +11.6% | +7.1% |
| 3Y | +580.6% | +48.1% | +532.5% | +342.0% |
| 5Y | +4.9% | +158.8% | -153.9% | -55.7% |
| All | +3,015.3% | +474.1% | +2,541.2% | +623.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling