+3,259.9%
CVNA vs SFM
+257.8%
+3,002.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +7.4% | -4.4% | +11.7% | +8.9% |
| 3M | +12.7% | +1.5% | +11.2% | +10.7% |
| 6M | +17.9% | +6.5% | +11.5% | +11.6% |
| YTD | -11.6% | +2.2% | -13.8% | -15.7% |
| 1Y | +0.8% | -41.9% | +42.6% | +20.4% |
| 3Y | +633.4% | +106.8% | +526.7% | +475.1% |
| 5Y | +13.5% | +231.6% | -218.1% | -21.3% |
| All | +3,259.9% | +257.8% | +3,002.1% | +2,033.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling