+0.8%
CVNA vs SBAC
-3.2%
+3.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +7.4% | +6.9% | +0.4% | +7.3% |
| 3M | +12.7% | -8.2% | +20.9% | +12.8% |
| 6M | +17.9% | -1.6% | +19.6% | +16.0% |
| YTD | -11.6% | -0.1% | -11.5% | -12.2% |
| 1Y | +0.8% | -0.5% | +1.2% | +0.4% |
| All | +0.8% | -3.2% | +3.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling