+157.5%
CVNA vs SMR
+11.2%
+146.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.3% | -15.1% | -2.9% |
| 7D | +3.5% | +21.4% | -17.9% | -0.8% |
| 30D | +5.5% | +13.8% | -8.4% | +2.1% |
| 3M | +7.6% | +3.9% | +3.7% | +4.7% |
| 6M | +17.6% | -4.2% | +21.8% | +14.0% |
| YTD | -11.5% | -21.1% | +9.6% | -12.3% |
| 1Y | +0.4% | -67.1% | +67.4% | +15.3% |
| 3Y | +695.6% | +88.9% | +606.7% | +294.2% |
| All | +157.5% | +11.2% | +146.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SMR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling