+13.0%
CVNA vs PRU
+48.6%
-35.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.6% |
| 7D | +0.7% | +1.9% | -1.1% | -1.3% |
| 30D | +7.4% | +2.7% | +4.6% | +3.9% |
| 3M | +12.7% | +19.5% | -6.8% | -8.0% |
| 6M | +17.9% | +26.6% | -8.7% | -10.4% |
| YTD | -11.6% | +12.3% | -24.0% | -23.7% |
| 1Y | +0.8% | +18.0% | -17.3% | -18.6% |
| 3Y | +633.4% | +47.0% | +586.4% | +344.4% |
| All | +13.0% | +48.6% | -35.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling