+0.8%
CVNA vs SCHW
+14.3%
-13.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +7.4% | +1.5% | +5.9% | +6.6% |
| 3M | +12.7% | +24.6% | -11.9% | +2.1% |
| 6M | +17.9% | +14.5% | +3.4% | +11.5% |
| YTD | -11.6% | +10.5% | -22.1% | -14.1% |
| 1Y | +0.8% | +13.4% | -12.6% | -4.5% |
| All | +0.8% | +14.3% | -13.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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