+11.6%
CVNA vs SAP
+55.3%
-43.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -0.6% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -1.0% | +0.3% | -1.3% | -2.1% |
| 3M | +5.5% | +16.9% | -11.4% | -12.7% |
| 6M | +11.8% | +6.3% | +5.5% | +0.4% |
| YTD | -13.0% | -12.4% | -0.6% | -5.3% |
| 1Y | -2.1% | -21.6% | +19.5% | +23.1% |
| 3Y | +681.6% | +54.8% | +626.9% | +232.3% |
| 5Y | +11.6% | +56.2% | -44.5% | -63.9% |
| All | +11.6% | +55.3% | -43.6% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 5y: compounded portfolio wealth divided by compounded SAP 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…
5y analysis · Full analysis span regression · 6 months rolling