+3,335.1%
CVNA vs PLD
+211.0%
+3,124.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +0.5% |
| 7D | +5.9% | +0.7% | +5.2% | +5.3% |
| 30D | +19.7% | +0.8% | +18.8% | +18.7% |
| 3M | +7.6% | -6.1% | +13.8% | +15.4% |
| 6M | -2.2% | -8.0% | +5.9% | +5.9% |
| YTD | -9.6% | +4.7% | -14.3% | -15.9% |
| 1Y | +25.4% | +7.2% | +18.2% | +13.2% |
| 3Y | +1,152.6% | +39.2% | +1,113.4% | +710.3% |
| 5Y | +28.9% | +1.9% | +27.0% | +28.7% |
| All | +3,335.1% | +211.0% | +3,124.1% | +879.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 all: compounded portfolio wealth divided by compounded PLD 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…
all analysis · Full analysis span regression · 6 months rolling