+2,492.2%
CVNA vs SE
+553.8%
+1,938.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -0.8% |
| 7D | -7.3% | -5.2% | -2.1% | -4.4% |
| 30D | -4.6% | -17.1% | +12.5% | +6.2% |
| 3M | +2.0% | +24.0% | -22.0% | -11.7% |
| 6M | +11.7% | +21.0% | -9.2% | -3.7% |
| YTD | -18.1% | -16.7% | -1.3% | -13.8% |
| 1Y | -2.4% | -45.9% | +43.6% | +30.7% |
| 3Y | +580.6% | +177.8% | +402.8% | +205.2% |
| 5Y | +4.9% | -67.4% | +72.2% | +47.0% |
| All | +2,492.2% | +553.8% | +1,938.4% | +1,204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling