+622.4%
CVNA vs SMTC
+565.9%
+56.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -1.0% | +22.5% | -23.5% | -6.5% |
| 30D | -1.0% | +24.9% | -25.9% | -8.1% |
| 3M | +5.5% | +4.1% | +1.4% | +1.1% |
| 6M | +11.8% | +92.6% | -80.7% | -14.6% |
| YTD | -13.0% | +122.5% | -135.5% | -37.1% |
| 1Y | -2.1% | +166.2% | -168.3% | -33.8% |
| All | +622.4% | +565.9% | +56.5% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling