+1,163.4%
CVNA vs PRU
+56.8%
+1,106.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.3% |
| 7D | -1.6% | +3.6% | -5.2% | -4.7% |
| 30D | +24.9% | +8.9% | +16.0% | +16.0% |
| 3M | -1.8% | +0.2% | -2.0% | -2.0% |
| 6M | +3.5% | +23.7% | -20.2% | -15.7% |
| YTD | -14.3% | +13.7% | -28.0% | -24.8% |
| 1Y | +13.6% | +20.6% | -7.0% | -6.4% |
| 3Y | +1,163.4% | +56.3% | +1,107.1% | +399.7% |
| All | +1,163.4% | +56.8% | +1,106.7% | +399.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling