+3,015.3%
CVNA vs PSA
+103.5%
+2,911.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | -7.3% | -1.8% | -5.5% | -5.9% |
| 30D | -4.6% | -8.4% | +3.8% | +2.3% |
| 3M | +2.0% | -7.8% | +9.8% | +8.5% |
| 6M | +11.7% | +0.8% | +10.9% | +10.5% |
| YTD | -18.1% | +16.5% | -34.6% | -28.4% |
| 1Y | -2.4% | +4.7% | -7.1% | -7.6% |
| 3Y | +580.6% | +21.1% | +559.5% | +447.7% |
| 5Y | +4.9% | +14.2% | -9.3% | -7.7% |
| All | +3,015.3% | +103.5% | +2,911.9% | +1,722.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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