+25.2%
CVNA vs SIMO
+94.5%
-69.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.6% | +18.4% | +8.6% |
| 7D | +31.3% | -16.9% | +48.2% | +31.1% |
| 30D | +21.7% | -35.4% | +57.1% | +20.9% |
| 3M | +14.0% | -31.9% | +45.9% | +13.6% |
| 6M | +3.0% | -19.3% | +22.3% | +2.7% |
| YTD | -8.1% | +98.5% | -106.6% | -23.7% |
| 1Y | +25.2% | +100.5% | -75.3% | +3.4% |
| All | +25.2% | +94.5% | -69.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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