+23.6%
CVNA vs S
-56.8%
+80.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +0.7% | -7.7% | +8.4% | +6.1% |
| 30D | +7.4% | -5.3% | +12.7% | +8.9% |
| 3M | +12.7% | +20.3% | -7.6% | -4.8% |
| 6M | +17.9% | +47.4% | -29.4% | -17.5% |
| YTD | -11.6% | +32.5% | -44.2% | -34.2% |
| 1Y | +0.8% | +9.5% | -8.8% | -15.1% |
| 3Y | +633.4% | +15.5% | +617.9% | +410.2% |
| 5Y | +13.5% | -71.2% | +84.7% | +50.5% |
| All | +23.6% | -56.8% | +80.3% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling