+3,091.0%
CVNA vs PWR
+1,608.9%
+1,482.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -1.7% | +19.1% | -20.8% | -14.3% |
| 30D | +17.3% | -12.0% | +29.3% | +25.3% |
| 3M | -2.3% | -10.6% | +8.3% | +1.1% |
| 6M | -3.9% | -20.8% | +16.9% | +4.4% |
| YTD | -16.1% | +43.7% | -59.8% | -49.4% |
| 1Y | +7.9% | +35.0% | -27.1% | -31.3% |
| 3Y | +1,113.4% | +249.4% | +864.0% | +191.6% |
| 5Y | +20.3% | +422.1% | -401.8% | -78.5% |
| All | +3,091.0% | +1,608.9% | +1,482.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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