+6.1%
CVNA vs PHM
+156.2%
-150.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -3.1% |
| 7D | -7.3% | -5.0% | -2.3% | -2.7% |
| 30D | -4.6% | -8.4% | +3.9% | +4.1% |
| 3M | +2.0% | -4.4% | +6.4% | +5.8% |
| 6M | +11.7% | -3.7% | +15.5% | +14.4% |
| YTD | -18.1% | +1.3% | -19.3% | -22.1% |
| 1Y | -2.4% | -14.0% | +11.6% | +8.4% |
| 3Y | +580.6% | +48.1% | +532.5% | +235.8% |
| All | +6.1% | +156.2% | -150.1% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling