+28.9%
CVNA vs SIMO
+169.9%
-141.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +2.3% |
| 7D | +5.9% | -8.5% | +14.4% | +7.6% |
| 30D | +19.7% | -34.8% | +54.5% | +31.1% |
| 3M | +7.6% | -32.8% | +40.5% | +14.5% |
| 6M | -2.2% | -32.0% | +29.9% | -1.9% |
| YTD | -9.6% | +87.0% | -96.7% | -45.7% |
| 1Y | +25.4% | +86.1% | -60.7% | -24.6% |
| 3Y | +1,152.6% | +226.4% | +926.2% | +434.6% |
| 5Y | +28.9% | +172.1% | -143.3% | -38.7% |
| All | +28.9% | +169.9% | -141.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling