+3,189.2%
CVNA vs SIMO
+375.9%
+2,813.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.7% |
| 7D | +2.4% | -16.0% | +18.5% | +7.6% |
| 30D | +14.6% | -35.8% | +50.3% | +29.6% |
| 3M | -1.5% | -26.5% | +24.9% | +3.7% |
| 6M | -6.3% | -33.0% | +26.7% | -5.4% |
| YTD | -13.5% | +84.3% | -97.8% | -49.5% |
| 1Y | +13.3% | +82.0% | -68.7% | -33.5% |
| 3Y | +1,150.8% | +218.5% | +932.3% | +431.3% |
| 5Y | +27.1% | +175.0% | -147.9% | -44.9% |
| All | +3,189.2% | +375.9% | +2,813.3% | +890.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling