+21.4%
CVNA vs PR
+273.3%
-251.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.8% |
| 7D | -1.6% | +6.0% | -7.6% | -3.4% |
| 30D | +24.9% | -4.2% | +29.1% | +25.7% |
| 3M | -1.8% | +10.0% | -11.8% | -5.9% |
| 6M | +3.5% | +15.6% | -12.1% | -3.8% |
| YTD | -14.3% | +68.2% | -82.4% | -32.1% |
| 1Y | +13.6% | +79.2% | -65.6% | -12.6% |
| 3Y | +1,163.4% | +94.9% | +1,068.5% | +829.8% |
| All | +21.4% | +273.3% | -251.9% | -29.9% |
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