+6.6%
CVNA vs SMTC
+112.1%
-105.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.3% | -3.0% |
| 7D | -4.3% | +17.5% | -21.8% | -11.1% |
| 30D | -2.4% | +21.3% | -23.7% | -12.4% |
| 3M | +4.5% | +3.1% | +1.4% | -3.2% |
| 6M | +10.2% | +81.7% | -71.5% | -26.7% |
| YTD | -16.7% | +115.9% | -132.7% | -50.0% |
| 1Y | -3.8% | +157.8% | -161.6% | -48.4% |
| 3Y | +648.3% | +557.3% | +91.0% | +38.5% |
| 5Y | +6.6% | +114.7% | -108.1% | -38.1% |
| All | +6.6% | +112.1% | -105.6% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling