+17.4%
CVNA vs S
-51.5%
+68.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | +0.2% |
| 7D | -1.7% | +4.1% | -5.8% | -4.5% |
| 30D | +17.3% | -7.2% | +24.5% | +21.4% |
| 3M | -2.3% | 0.0% | -2.2% | -8.2% |
| 6M | -3.9% | +41.6% | -45.5% | -31.5% |
| YTD | -16.1% | +48.6% | -64.7% | -44.6% |
| 1Y | +7.9% | +30.0% | -22.1% | -22.4% |
| 3Y | +1,113.4% | +42.2% | +1,071.3% | +595.3% |
| 5Y | +20.3% | -70.8% | +91.1% | +44.2% |
| All | +17.4% | -51.5% | +68.9% | +35.8% |
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