+3,259.9%
CVNA vs SIMO
+619.1%
+2,640.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | -1.4% |
| 7D | +0.7% | +4.2% | -3.5% | -0.8% |
| 30D | +7.4% | +4.1% | +3.3% | +4.2% |
| 3M | +12.7% | -12.9% | +25.6% | +11.2% |
| 6M | +17.9% | +110.3% | -92.4% | -26.1% |
| YTD | -11.6% | +178.6% | -190.2% | -53.2% |
| 1Y | +0.8% | +220.0% | -219.2% | -50.5% |
| 3Y | +633.4% | +409.0% | +224.4% | +174.9% |
| 5Y | +13.5% | +277.3% | -263.8% | -53.3% |
| All | +3,259.9% | +619.1% | +2,640.8% | +818.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling