+698.8%
CVNA vs SN
+476.8%
+222.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.2% |
| 7D | -1.0% | -3.4% | +2.4% | +0.5% |
| 30D | -1.0% | -9.1% | +8.1% | +3.0% |
| 3M | +5.5% | +31.8% | -26.3% | -7.9% |
| 6M | +11.8% | +52.0% | -40.2% | -9.1% |
| YTD | -13.0% | +51.3% | -64.3% | -29.7% |
| 1Y | -2.1% | +46.9% | -49.0% | -20.1% |
| 3Y | +681.6% | +394.9% | +286.7% | +354.2% |
| All | +698.8% | +476.8% | +222.0% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling