+25.2%
CVNA vs SHW
+7.3%
+17.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.6% | +2.2% | +4.1% |
| 7D | +31.3% | +13.3% | +18.0% | +20.8% |
| 30D | +21.7% | +14.1% | +7.6% | +11.1% |
| 3M | +14.0% | +0.8% | +13.2% | +12.9% |
| 6M | +3.0% | +17.6% | -14.7% | -7.4% |
| YTD | -8.1% | +13.0% | -21.1% | -18.5% |
| 1Y | +25.2% | +7.0% | +18.2% | +16.5% |
| All | +25.2% | +7.3% | +17.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling