+3,259.9%
CVNA vs SLV
+266.8%
+2,993.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +7.4% | +6.7% | +0.7% | +4.7% |
| 3M | +12.7% | -10.7% | +23.4% | +17.0% |
| 6M | +17.9% | -20.6% | +38.5% | +27.0% |
| YTD | -11.6% | -7.1% | -4.5% | -17.2% |
| 1Y | +0.8% | +62.0% | -61.2% | -30.1% |
| 3Y | +633.4% | +169.8% | +463.6% | +272.2% |
| 5Y | +13.5% | +161.5% | -148.0% | -43.0% |
| All | +3,259.9% | +266.8% | +2,993.1% | +940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling