+6.1%
CVNA vs SCHW
+59.3%
-53.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -7.3% | -1.9% | -5.4% | -6.0% |
| 30D | -4.6% | -1.6% | -3.0% | -3.7% |
| 3M | +2.0% | +21.3% | -19.3% | -13.2% |
| 6M | +11.7% | +16.5% | -4.8% | -2.9% |
| YTD | -18.1% | +8.4% | -26.5% | -24.5% |
| 1Y | -2.4% | +15.6% | -18.0% | -14.8% |
| 3Y | +580.6% | +86.8% | +493.7% | +309.5% |
| All | +6.1% | +59.3% | -53.2% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling