+3,015.3%
CVNA vs SHW
+213.1%
+2,802.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -3.7% |
| 7D | -7.3% | -3.1% | -4.2% | -3.9% |
| 30D | -4.6% | -10.0% | +5.5% | +8.1% |
| 3M | +2.0% | +2.3% | -0.3% | -1.3% |
| 6M | +11.7% | +0.7% | +11.1% | +9.4% |
| YTD | -18.1% | +0.5% | -18.6% | -21.0% |
| 1Y | -2.4% | -11.5% | +9.1% | +8.6% |
| 3Y | +580.6% | +21.3% | +559.2% | +403.5% |
| 5Y | +4.9% | +12.5% | -7.7% | -10.5% |
| All | +3,015.3% | +213.1% | +2,802.3% | +990.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling