+0.8%
CVNA vs PR
+76.5%
-75.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.0% |
| 7D | +0.7% | +2.9% | -2.2% | +1.8% |
| 30D | +7.4% | +18.0% | -10.7% | +14.4% |
| 3M | +12.7% | +16.9% | -4.2% | +20.7% |
| 6M | +17.9% | +28.2% | -10.3% | +27.9% |
| YTD | -11.6% | +69.3% | -81.0% | +2.4% |
| 1Y | +0.8% | +69.5% | -68.8% | +13.7% |
| All | +0.8% | +76.5% | -75.8% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling