+3,189.2%
CVNA vs PWR
+1,544.0%
+1,645.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.2% |
| 7D | +2.4% | -11.2% | +13.7% | +9.5% |
| 30D | +14.6% | -17.4% | +32.0% | +28.6% |
| 3M | -1.5% | -11.7% | +10.2% | +2.8% |
| 6M | -6.3% | -21.7% | +15.4% | +2.2% |
| YTD | -13.5% | +38.3% | -51.8% | -46.2% |
| 1Y | +13.3% | +29.6% | -16.3% | -25.5% |
| 3Y | +1,150.8% | +236.1% | +914.6% | +209.7% |
| 5Y | +27.1% | +406.3% | -379.3% | -76.8% |
| All | +3,189.2% | +1,544.0% | +1,645.2% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling