+1,150.8%
CVNA vs SNAP
-54.3%
+1,205.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.3% | -3.9% |
| 7D | +2.4% | -10.6% | +13.0% | +6.9% |
| 30D | +14.6% | -19.7% | +34.3% | +23.7% |
| 3M | -1.5% | -6.5% | +5.0% | -0.4% |
| 6M | -6.3% | -17.8% | +11.5% | -1.5% |
| YTD | -13.5% | -38.0% | +24.6% | -0.6% |
| 1Y | +13.3% | -42.5% | +55.7% | +33.6% |
| 3Y | +1,150.8% | -55.8% | +1,206.6% | +928.5% |
| All | +1,150.8% | -54.3% | +1,205.1% | +928.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling