+3,015.3%
CVNA vs PSLV
+222.3%
+2,793.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -7.3% | -3.5% | -3.8% | -6.1% |
| 30D | -4.6% | -2.1% | -2.4% | -3.9% |
| 3M | +2.0% | -1.6% | +3.6% | +2.2% |
| 6M | +11.7% | -25.5% | +37.2% | +22.8% |
| YTD | -18.1% | -11.4% | -6.6% | -21.9% |
| 1Y | -2.4% | +48.6% | -51.0% | -29.5% |
| 3Y | +580.6% | +166.9% | +413.7% | +243.6% |
| 5Y | +4.9% | +152.4% | -147.5% | -46.7% |
| All | +3,015.3% | +222.3% | +2,793.0% | +942.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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