+3,015.3%
CVNA vs SCHG
+382.4%
+2,632.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -3.4% |
| 7D | -7.3% | -1.0% | -6.2% | -5.2% |
| 30D | -4.6% | -1.3% | -3.3% | -2.1% |
| 3M | +2.0% | +5.4% | -3.5% | -8.4% |
| 6M | +11.7% | +14.4% | -2.7% | -15.5% |
| YTD | -18.1% | +8.0% | -26.1% | -29.7% |
| 1Y | -2.4% | +12.7% | -15.1% | -22.5% |
| 3Y | +580.6% | +85.6% | +495.0% | +92.2% |
| 5Y | +4.9% | +85.5% | -80.6% | -61.1% |
| All | +3,015.3% | +382.4% | +2,632.9% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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