+1,174.8%
CVNA vs SE
+68.8%
+1,106.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.8% | -3.7% |
| 7D | +2.4% | 0.0% | +2.4% | +2.7% |
| 30D | +14.6% | -19.4% | +33.9% | +24.2% |
| 3M | -1.5% | -33.1% | +31.6% | +13.7% |
| 6M | -6.3% | -11.4% | +5.1% | -4.0% |
| YTD | -13.5% | -39.8% | +26.3% | +2.2% |
| 1Y | +13.3% | -50.5% | +63.8% | +44.1% |
| All | +1,174.8% | +68.8% | +1,106.0% | +1,123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling