+3,265.8%
CVNA vs PRU
+73.6%
+3,192.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.8% |
| 7D | +3.5% | +1.9% | +1.6% | +2.0% |
| 30D | +5.5% | -0.4% | +5.9% | +5.5% |
| 3M | +7.6% | +16.4% | -8.8% | -4.6% |
| 6M | +17.6% | +26.0% | -8.4% | -2.1% |
| YTD | -11.5% | +9.9% | -21.4% | -18.5% |
| 1Y | +0.4% | +18.8% | -18.4% | -13.3% |
| 3Y | +695.6% | +45.4% | +650.2% | +504.5% |
| 5Y | +13.6% | +45.6% | -32.0% | -10.6% |
| All | +3,265.8% | +73.6% | +3,192.2% | +1,941.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling