+288.6%
CVNA vs SITM
+4,789.7%
-4,501.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -3.8% |
| 7D | -7.3% | +3.9% | -11.1% | -8.8% |
| 30D | -4.6% | -6.6% | +2.0% | -3.3% |
| 3M | +2.0% | -11.9% | +13.8% | +0.7% |
| 6M | +11.7% | +81.1% | -69.4% | -22.1% |
| YTD | -18.1% | +80.0% | -98.0% | -45.0% |
| 1Y | -2.4% | +145.8% | -148.2% | -45.4% |
| 3Y | +580.6% | +475.9% | +104.7% | +114.3% |
| 5Y | +4.9% | +189.2% | -184.3% | -57.9% |
| All | +288.6% | +4,789.7% | -4,501.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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