+3,015.3%
CVNA vs SM
+88.6%
+2,926.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -7.3% | +4.6% | -11.8% | -8.0% |
| 30D | -4.6% | +18.2% | -22.8% | -7.6% |
| 3M | +2.0% | +22.5% | -20.5% | -2.9% |
| 6M | +11.7% | +50.6% | -38.8% | +0.7% |
| YTD | -18.1% | +108.1% | -126.2% | -31.3% |
| 1Y | -2.4% | +46.0% | -48.4% | -12.8% |
| 3Y | +580.6% | +2.9% | +577.7% | +543.3% |
| 5Y | +4.9% | +112.6% | -107.7% | -14.7% |
| All | +3,015.3% | +88.6% | +2,926.7% | +1,641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling