+6.6%
CVNA vs PM
+132.4%
-125.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.4% | -4.8% |
| 7D | -4.3% | +1.9% | -6.2% | -4.8% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | +4.5% | +4.6% | -0.1% | +3.2% |
| 6M | +10.2% | +11.7% | -1.4% | +6.3% |
| YTD | -16.7% | +20.4% | -37.1% | -22.2% |
| 1Y | -3.8% | +19.0% | -22.7% | -10.1% |
| 3Y | +648.3% | +130.4% | +517.9% | +386.0% |
| 5Y | +6.6% | +131.5% | -124.9% | -29.1% |
| All | +6.6% | +132.4% | -125.8% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling