+3,206.8%
CVNA vs SNAP
-75.9%
+3,282.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.9% |
| 7D | -1.0% | -5.0% | +4.0% | +0.9% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +5.5% | -5.0% | +10.5% | +6.6% |
| 6M | +11.8% | +3.5% | +8.3% | +7.3% |
| YTD | -13.0% | -34.2% | +21.2% | -1.1% |
| 1Y | -2.1% | -27.1% | +24.9% | +5.6% |
| 3Y | +681.6% | -43.5% | +725.1% | +738.1% |
| 5Y | +11.6% | -92.9% | +104.5% | +110.1% |
| All | +3,206.8% | -75.9% | +3,282.7% | +3,452.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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