+3,259.9%
CVNA vs SMTC
+328.7%
+2,931.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.6% | -2.9% |
| 7D | +0.7% | +12.7% | -12.0% | -5.2% |
| 30D | +7.4% | +22.0% | -14.6% | -6.1% |
| 3M | +12.7% | -12.7% | +25.4% | +11.6% |
| 6M | +17.9% | +64.8% | -46.9% | -21.5% |
| YTD | -11.6% | +100.7% | -112.3% | -48.0% |
| 1Y | +0.8% | +146.9% | -146.1% | -48.5% |
| 3Y | +633.4% | +456.8% | +176.6% | +50.3% |
| 5Y | +13.5% | +89.2% | -75.8% | -48.9% |
| All | +3,259.9% | +328.7% | +2,931.2% | +765.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling