+3,159.9%
CVNA vs SM
+62.0%
+3,097.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | +9.4% | -11.0% | -3.3% |
| 30D | +24.9% | -14.4% | +39.2% | +27.3% |
| 3M | -1.8% | +1.6% | -3.4% | -3.4% |
| 6M | +3.5% | +6.3% | -2.8% | -0.6% |
| YTD | -14.3% | +78.8% | -93.0% | -26.9% |
| 1Y | +13.6% | +83.1% | -69.5% | -3.9% |
| 3Y | +1,163.4% | -5.9% | +1,169.3% | +1,100.7% |
| 5Y | +22.9% | +4.8% | +18.1% | +11.8% |
| All | +3,159.9% | +62.0% | +3,097.9% | +1,751.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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