+580.6%
CVNA vs SCHW
+86.6%
+493.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -7.3% | -1.9% | -5.4% | -5.9% |
| 30D | -4.6% | -1.6% | -3.0% | -3.7% |
| 3M | +2.0% | +21.3% | -19.3% | -14.7% |
| 6M | +11.7% | +16.5% | -4.8% | -4.4% |
| YTD | -18.1% | +8.4% | -26.5% | -25.0% |
| 1Y | -2.4% | +15.6% | -18.0% | -16.4% |
| 3Y | +580.6% | +86.8% | +493.7% | +285.8% |
| All | +580.6% | +86.6% | +493.9% | +285.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling