+1,152.6%
CVNA vs PWR
+245.6%
+907.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | -0.4% |
| 7D | +5.9% | -4.8% | +10.7% | +6.6% |
| 30D | +19.7% | -16.2% | +35.9% | +27.7% |
| 3M | +7.6% | -11.9% | +19.6% | +11.1% |
| 6M | -2.2% | -20.6% | +18.4% | +5.3% |
| YTD | -9.6% | +40.3% | -49.9% | -36.7% |
| 1Y | +25.4% | +33.0% | -7.6% | -8.7% |
| 3Y | +1,152.6% | +250.0% | +902.6% | +235.5% |
| All | +1,152.6% | +245.6% | +907.0% | +235.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling