+695.6%
CVNA vs SLV
+181.9%
+513.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +3.5% | +2.5% | +1.0% | +2.9% |
| 30D | +5.5% | +3.3% | +2.2% | +4.7% |
| 3M | +7.6% | -3.6% | +11.2% | +8.3% |
| 6M | +17.6% | -21.8% | +39.4% | +23.0% |
| YTD | -11.5% | -7.8% | -3.6% | -14.0% |
| 1Y | +0.4% | +58.3% | -57.9% | -18.5% |
| 3Y | +695.6% | +182.6% | +513.0% | +344.5% |
| All | +695.6% | +181.9% | +513.7% | +344.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling