+29.5%
CVNA vs PL
+46.6%
-17.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.5% | -10.8% | -1.5% |
| 7D | +5.9% | +10.9% | -5.0% | +1.3% |
| 30D | +19.7% | -16.4% | +36.0% | +26.1% |
| 3M | +7.6% | -39.9% | +47.6% | +26.6% |
| 6M | -2.2% | -63.2% | +61.0% | +30.8% |
| YTD | -9.6% | -27.1% | +17.5% | -16.7% |
| 1Y | +25.4% | +12.2% | +13.3% | -8.3% |
| 3Y | +1,152.6% | +584.3% | +568.3% | +120.0% |
| 5Y | +28.9% | +37.0% | -8.1% | -51.6% |
| All | +29.5% | +46.6% | -17.1% | -52.5% |
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