+3,159.9%
CVNA vs SMTC
+232.1%
+2,927.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.2% | +4.0% |
| 7D | -1.6% | +11.0% | -12.7% | -6.8% |
| 30D | +24.9% | -28.5% | +53.4% | +39.1% |
| 3M | -1.8% | -14.2% | +12.4% | -4.6% |
| 6M | +3.5% | -18.0% | +21.5% | -4.7% |
| YTD | -14.3% | +55.5% | -69.8% | -47.2% |
| 1Y | +13.6% | +69.5% | -55.9% | -33.8% |
| 3Y | +1,163.4% | +699.7% | +463.8% | +77.9% |
| 5Y | +22.9% | +27.4% | -4.5% | -36.3% |
| All | +3,159.9% | +232.1% | +2,927.8% | +779.2% |
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