+3,227.5%
CVNA vs SLV
+186.0%
+3,041.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -4.8% | -1.1% | -3.7% | -4.3% |
| 30D | +24.1% | -14.2% | +38.3% | +31.5% |
| 3M | +2.6% | -20.3% | +22.9% | +11.8% |
| 6M | -3.1% | -40.2% | +37.1% | +17.1% |
| YTD | -12.5% | -27.6% | +15.1% | -9.9% |
| 1Y | +13.0% | +0.4% | +12.6% | -2.0% |
| 3Y | +1,165.3% | +129.4% | +1,036.0% | +573.7% |
| 5Y | +29.0% | +99.8% | -70.8% | -27.7% |
| All | +3,227.5% | +186.0% | +3,041.5% | +1,032.2% |
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