+695.6%
CVNA vs SNAP
-43.9%
+739.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +3.5% | +1.5% | +2.0% | +2.8% |
| 30D | +5.5% | +1.9% | +3.6% | +4.4% |
| 3M | +7.6% | -3.9% | +11.5% | +8.0% |
| 6M | +17.6% | +5.2% | +12.4% | +12.0% |
| YTD | -11.5% | -32.7% | +21.2% | -0.4% |
| 1Y | +0.4% | -24.8% | +25.2% | +6.6% |
| 3Y | +695.6% | -42.2% | +737.7% | +629.3% |
| All | +695.6% | -43.9% | +739.5% | +629.3% |
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