+29.0%
CVNA vs SM
-0.4%
+29.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | -0.2% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | +24.1% | -17.3% | +41.5% | +28.5% |
| 3M | +2.6% | -3.6% | +6.2% | +1.1% |
| 6M | -3.1% | +2.9% | -6.0% | -8.5% |
| YTD | -12.5% | +70.2% | -82.7% | -33.1% |
| 1Y | +13.0% | +66.5% | -53.5% | -13.5% |
| 3Y | +1,165.3% | -8.2% | +1,173.5% | +1,052.7% |
| 5Y | +29.0% | -1.5% | +30.5% | +13.8% |
| All | +29.0% | -0.4% | +29.4% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling