+3,065.8%
CVNA vs PM
+173.6%
+2,892.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.4% | -5.2% |
| 7D | -4.3% | +1.9% | -6.2% | -5.2% |
| 30D | -2.4% | +1.9% | -4.3% | -3.2% |
| 3M | +4.5% | +4.6% | -0.1% | +1.8% |
| 6M | +10.2% | +11.7% | -1.4% | +3.2% |
| YTD | -16.7% | +20.4% | -37.1% | -25.6% |
| 1Y | -3.8% | +19.0% | -22.7% | -14.4% |
| 3Y | +648.3% | +130.4% | +517.9% | +339.4% |
| 5Y | +6.6% | +131.5% | -124.9% | -38.9% |
| All | +3,065.8% | +173.6% | +2,892.1% | +1,328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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