+6.6%
CVNA vs SFM
+212.1%
-205.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -3.6% |
| 7D | -4.3% | -8.8% | +4.5% | +0.1% |
| 30D | -2.4% | -14.5% | +12.1% | +5.1% |
| 3M | +4.5% | -16.8% | +21.3% | +12.8% |
| 6M | +10.2% | -5.3% | +15.6% | +8.0% |
| YTD | -16.7% | -9.4% | -7.4% | -17.6% |
| 1Y | -3.8% | -46.2% | +42.4% | +29.0% |
| 3Y | +648.3% | +81.3% | +567.0% | +412.2% |
| 5Y | +6.6% | +211.9% | -205.3% | -33.8% |
| All | +6.6% | +212.1% | -205.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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