+26.9%
CVNA vs PL
+81.7%
-54.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | +3.5% | -7.5% | +11.0% | +6.3% |
| 30D | +5.5% | -25.6% | +31.0% | +16.7% |
| 3M | +7.6% | -45.6% | +53.2% | +30.4% |
| 6M | +17.6% | -29.5% | +47.1% | +16.7% |
| YTD | -11.5% | -9.7% | -1.8% | -23.2% |
| 1Y | +0.4% | +84.4% | -84.0% | -40.2% |
| 3Y | +695.6% | +550.0% | +145.6% | +60.4% |
| 5Y | +13.6% | +79.0% | -65.4% | -60.8% |
| All | +26.9% | +81.7% | -54.8% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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