-2.4%
CVNA vs SHW
-9.0%
+6.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.8% |
| 7D | -7.3% | -3.1% | -4.2% | -5.4% |
| 30D | -4.6% | -10.0% | +5.5% | +2.2% |
| 3M | +2.0% | +2.3% | -0.3% | +1.1% |
| 6M | +11.7% | +0.7% | +11.1% | +10.7% |
| YTD | -18.1% | +0.5% | -18.6% | -20.4% |
| 1Y | -2.4% | -11.5% | +9.1% | -11.7% |
| All | -2.4% | -9.0% | +6.6% | -11.7% |
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