+3,159.9%
CVNA vs PWR
+1,597.2%
+1,562.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.7% |
| 7D | -1.6% | +11.3% | -12.9% | -9.6% |
| 30D | +24.9% | -8.9% | +33.7% | +29.6% |
| 3M | -1.8% | -10.5% | +8.7% | +1.5% |
| 6M | +3.5% | -22.2% | +25.7% | +14.2% |
| YTD | -14.3% | +42.7% | -57.0% | -48.0% |
| 1Y | +13.6% | +41.1% | -27.5% | -30.6% |
| 3Y | +1,163.4% | +242.7% | +920.7% | +209.0% |
| 5Y | +22.9% | +418.5% | -395.6% | -78.0% |
| All | +3,159.9% | +1,597.2% | +1,562.7% | +43.1% |
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