+695.6%
CVNA vs S
+13.8%
+681.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +1.2% |
| 7D | +3.5% | -5.8% | +9.3% | +6.3% |
| 30D | +5.5% | -9.2% | +14.7% | +8.8% |
| 3M | +7.6% | +23.4% | -15.8% | -5.2% |
| 6M | +17.6% | +36.9% | -19.3% | -4.4% |
| YTD | -11.5% | +29.5% | -41.0% | -26.6% |
| 1Y | +0.4% | +5.4% | -5.1% | -7.4% |
| 3Y | +695.6% | +14.7% | +680.9% | +503.6% |
| All | +695.6% | +13.8% | +681.8% | +503.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling