+695.6%
CVNA vs SIMO
+462.5%
+233.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.8% |
| 7D | +3.5% | +14.6% | -11.1% | +1.2% |
| 30D | +5.5% | +6.2% | -0.7% | +3.9% |
| 3M | +7.6% | +3.6% | +4.0% | +4.5% |
| 6M | +17.6% | +130.8% | -113.2% | -15.9% |
| YTD | -11.5% | +195.8% | -207.2% | -45.7% |
| 1Y | +0.4% | +225.0% | -224.6% | -41.6% |
| 3Y | +695.6% | +452.3% | +243.3% | +195.0% |
| All | +695.6% | +462.5% | +233.0% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling