+3,159.9%
CVNA vs SLV
+170.6%
+2,989.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.0% |
| 7D | -1.6% | -5.8% | +4.2% | +0.8% |
| 30D | +24.9% | -12.1% | +37.0% | +31.1% |
| 3M | -1.8% | -24.1% | +22.3% | +9.1% |
| 6M | +3.5% | -44.4% | +47.9% | +28.7% |
| YTD | -14.3% | -31.5% | +17.2% | -9.8% |
| 1Y | +13.6% | -6.9% | +20.5% | +1.7% |
| 3Y | +1,163.4% | +116.0% | +1,047.4% | +589.2% |
| 5Y | +22.9% | +88.4% | -65.5% | -29.5% |
| All | +3,159.9% | +170.6% | +2,989.3% | +1,033.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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