+3,159.9%
CVNA vs SAN
+151.7%
+3,008.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | -1.6% | +4.0% | -5.6% | -4.1% |
| 30D | +24.9% | -7.8% | +32.7% | +31.4% |
| 3M | -1.8% | -16.4% | +14.6% | +9.8% |
| 6M | +3.5% | +3.5% | 0.0% | 0.0% |
| YTD | -14.3% | +6.7% | -20.9% | -19.4% |
| 1Y | +13.6% | +14.5% | -0.9% | +2.0% |
| 3Y | +1,163.4% | +243.5% | +919.9% | +435.6% |
| 5Y | +22.9% | +296.2% | -273.3% | -53.0% |
| All | +3,159.9% | +151.7% | +3,008.3% | +1,179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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