+16.4%
CVNA vs S
-56.9%
+73.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -5.6% |
| 7D | -4.3% | +0.1% | -4.3% | -4.4% |
| 30D | -2.4% | -11.8% | +9.4% | +4.0% |
| 3M | +4.5% | +33.9% | -29.4% | -18.3% |
| 6M | +10.2% | +40.1% | -29.9% | -20.0% |
| YTD | -16.7% | +32.1% | -48.8% | -38.0% |
| 1Y | -3.8% | +11.0% | -14.8% | -19.8% |
| 3Y | +648.3% | +16.9% | +631.4% | +415.6% |
| 5Y | +6.6% | -68.9% | +75.5% | +41.0% |
| All | +16.4% | -56.9% | +73.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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