+591.6%
CVNA vs SITM
+423.6%
+168.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.8% |
| 7D | -4.3% | +4.8% | -9.1% | -5.5% |
| 30D | -2.4% | -9.7% | +7.3% | -0.4% |
| 3M | +4.5% | -9.3% | +13.8% | +3.4% |
| 6M | +10.2% | +69.5% | -59.3% | -13.4% |
| YTD | -16.7% | +70.5% | -87.3% | -36.7% |
| 1Y | -3.8% | +145.3% | -149.0% | -38.2% |
| All | +591.6% | +423.6% | +168.0% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling