+21.4%
CVNA vs SBAC
-39.6%
+61.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.1% |
| 7D | -1.6% | +0.6% | -2.3% | -2.1% |
| 30D | +24.9% | +5.5% | +19.4% | +19.9% |
| 3M | -1.8% | +3.1% | -4.9% | -4.6% |
| 6M | +3.5% | -7.0% | +10.6% | +6.6% |
| YTD | -14.3% | +0.5% | -14.8% | -20.8% |
| 1Y | +13.6% | +0.2% | +13.4% | +4.8% |
| 3Y | +1,163.4% | -7.4% | +1,170.8% | +983.5% |
| All | +21.4% | -39.6% | +61.0% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling