+11.6%
CVNA vs SM
+119.2%
-107.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -1.0% | +20.3% | -21.3% | -5.8% |
| 3M | +5.5% | +22.9% | -17.5% | -1.8% |
| 6M | +11.8% | +47.8% | -36.0% | -4.1% |
| YTD | -13.0% | +107.5% | -120.5% | -34.2% |
| 1Y | -2.1% | +51.7% | -53.9% | -18.7% |
| 3Y | +681.6% | -0.9% | +682.5% | +617.8% |
| 5Y | +11.6% | +112.2% | -100.6% | -5.2% |
| All | +11.6% | +119.2% | -107.6% | -5.2% |
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