+695.6%
CVNA vs SM
-2.8%
+698.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.7% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | +5.5% | +31.5% | -26.1% | -1.4% |
| 3M | +7.6% | +17.3% | -9.7% | +2.1% |
| 6M | +17.6% | +48.5% | -30.9% | -0.4% |
| YTD | -11.5% | +106.3% | -117.7% | -35.6% |
| 1Y | +0.4% | +47.3% | -46.9% | -16.1% |
| 3Y | +695.6% | -1.4% | +697.0% | +577.0% |
| All | +695.6% | -2.8% | +698.3% | +577.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling