+13.0%
CVNA vs PR
+433.6%
-420.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | +7.4% | +18.0% | -10.7% | +1.9% |
| 3M | +12.7% | +16.9% | -4.2% | +6.2% |
| 6M | +17.9% | +28.2% | -10.3% | +6.3% |
| YTD | -11.6% | +69.3% | -81.0% | -28.3% |
| 1Y | +0.8% | +69.5% | -68.8% | -19.0% |
| 3Y | +633.4% | +81.7% | +551.7% | +467.7% |
| All | +13.0% | +433.6% | -420.7% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling