+3,159.9%
CVNA vs PM
+189.3%
+2,970.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.6% |
| 7D | -1.6% | +0.5% | -2.2% | -1.9% |
| 30D | +24.9% | -3.2% | +28.1% | +26.7% |
| 3M | -1.8% | +6.2% | -8.0% | -4.6% |
| 6M | +3.5% | +7.7% | -4.1% | -0.8% |
| YTD | -14.3% | +27.3% | -41.5% | -25.4% |
| 1Y | +13.6% | +32.8% | -19.2% | -3.7% |
| 3Y | +1,163.4% | +150.0% | +1,013.4% | +609.2% |
| 5Y | +22.9% | +164.2% | -141.3% | -34.4% |
| All | +3,159.9% | +189.3% | +2,970.6% | +1,332.5% |
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