+11.6%
CVNA vs SHW
+14.0%
-2.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | +0.3% |
| 7D | -1.0% | -3.2% | +2.2% | +3.0% |
| 30D | -1.0% | -11.4% | +10.4% | +15.1% |
| 3M | +5.5% | +3.5% | +2.0% | 0.0% |
| 6M | +11.8% | -3.4% | +15.2% | +14.9% |
| YTD | -13.0% | -0.3% | -12.7% | -16.0% |
| 1Y | -2.1% | -10.4% | +8.3% | +7.6% |
| 3Y | +681.6% | +21.3% | +660.3% | +425.9% |
| 5Y | +11.6% | +12.9% | -1.2% | -23.2% |
| All | +11.6% | +14.0% | -2.4% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling