+3,265.8%
CVNA vs PSX
+365.7%
+2,900.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | +3.5% | +2.8% | +0.7% | +2.5% |
| 30D | +5.5% | +27.8% | -22.3% | -3.7% |
| 3M | +7.6% | +42.0% | -34.4% | -6.0% |
| 6M | +17.6% | +58.1% | -40.5% | -2.4% |
| YTD | -11.5% | +105.0% | -116.5% | -34.0% |
| 1Y | +0.4% | +104.9% | -104.5% | -25.6% |
| 3Y | +695.6% | +134.1% | +561.5% | +452.2% |
| 5Y | +13.6% | +363.8% | -350.2% | -42.9% |
| All | +3,265.8% | +365.7% | +2,900.1% | +1,646.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling