+6.1%
CVNA vs SHAK
-22.8%
+28.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -3.8% |
| 7D | -7.3% | -8.3% | +1.0% | -1.7% |
| 30D | -4.6% | -12.6% | +8.1% | +4.8% |
| 3M | +2.0% | +9.1% | -7.1% | -6.4% |
| 6M | +11.7% | -31.2% | +43.0% | +33.0% |
| YTD | -18.1% | -21.6% | +3.5% | -13.5% |
| 1Y | -2.4% | -38.8% | +36.4% | +23.2% |
| 3Y | +580.6% | +0.6% | +580.0% | +314.8% |
| All | +6.1% | -22.8% | +28.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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