-2.4%
CVNA vs SMTC
+169.6%
-172.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.4% |
| 7D | -7.3% | +13.1% | -20.4% | -9.1% |
| 30D | -4.6% | +19.5% | -24.0% | -7.6% |
| 3M | +2.0% | +2.2% | -0.3% | +1.5% |
| 6M | +11.7% | +94.9% | -83.1% | -10.8% |
| YTD | -18.1% | +127.0% | -145.0% | -38.2% |
| 1Y | -2.4% | +174.6% | -177.0% | -27.0% |
| All | -2.4% | +169.6% | -172.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling