+3,227.5%
CVNA vs SM
+54.2%
+3,173.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | +0.2% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | +24.1% | -17.3% | +41.5% | +27.4% |
| 3M | +2.6% | -3.6% | +6.2% | +1.9% |
| 6M | -3.1% | +2.9% | -6.0% | -6.4% |
| YTD | -12.5% | +70.2% | -82.7% | -24.7% |
| 1Y | +13.0% | +66.5% | -53.5% | -2.7% |
| 3Y | +1,165.3% | -8.2% | +1,173.5% | +1,108.3% |
| 5Y | +29.0% | -1.5% | +30.5% | +18.7% |
| All | +3,227.5% | +54.2% | +3,173.2% | +1,807.0% |
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 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