+25.7%
CVNA vs PR
+225.0%
-199.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.1% | +1.5% |
| 7D | +7.7% | -16.4% | +24.1% | +13.5% |
| 30D | +17.2% | -1.9% | +19.1% | +17.0% |
| 3M | +7.7% | +8.0% | -0.3% | +3.7% |
| 6M | -5.5% | +4.1% | -9.6% | -9.2% |
| YTD | -12.8% | +58.7% | -71.5% | -29.7% |
| 1Y | +26.8% | +75.8% | -49.0% | -2.1% |
| 3Y | +1,007.0% | +73.2% | +933.8% | +745.0% |
| All | +25.7% | +225.0% | -199.4% | -25.6% |
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