+3,265.8%
CVNA vs PSA
+107.0%
+3,158.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.5% | -0.4% | +3.9% | +3.8% |
| 30D | +5.5% | -8.2% | +13.6% | +12.8% |
| 3M | +7.6% | -2.1% | +9.7% | +9.0% |
| 6M | +17.6% | -0.2% | +17.8% | +17.3% |
| YTD | -11.5% | +18.5% | -30.0% | -23.7% |
| 1Y | +0.4% | +6.6% | -6.2% | -6.4% |
| 3Y | +695.6% | +24.5% | +671.1% | +526.3% |
| 5Y | +13.6% | +13.6% | 0.0% | -0.1% |
| All | +3,265.8% | +107.0% | +3,158.8% | +1,842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling