+3,259.9%
CVNA vs PWR
+1,660.1%
+1,599.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.0% |
| 7D | +0.7% | +3.6% | -2.9% | -2.1% |
| 30D | +7.4% | -8.6% | +15.9% | +13.8% |
| 3M | +12.7% | -13.2% | +25.9% | +19.0% |
| 6M | +17.9% | +9.9% | +8.0% | -2.5% |
| YTD | -11.6% | +48.0% | -59.7% | -45.6% |
| 1Y | +0.8% | +66.2% | -65.4% | -45.1% |
| 3Y | +633.4% | +195.1% | +438.3% | +117.9% |
| 5Y | +13.5% | +442.6% | -429.1% | -79.7% |
| All | +3,259.9% | +1,660.1% | +1,599.8% | +49.6% |
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