+3,206.8%
CVNA vs PWR
+1,667.3%
+1,539.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.3% |
| 7D | -1.0% | +2.7% | -3.7% | -3.1% |
| 30D | -1.0% | -5.1% | +4.1% | +1.9% |
| 3M | +5.5% | -9.4% | +14.8% | +7.4% |
| 6M | +11.8% | +10.4% | +1.4% | -7.7% |
| YTD | -13.0% | +48.6% | -61.7% | -46.7% |
| 1Y | -2.1% | +68.0% | -70.1% | -47.2% |
| 3Y | +681.6% | +204.7% | +476.9% | +125.1% |
| 5Y | +11.6% | +451.9% | -440.3% | -80.3% |
| All | +3,206.8% | +1,667.3% | +1,539.4% | +46.7% |
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