+3,259.9%
CVNA vs SNAP
-75.2%
+3,335.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +3.2% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | +7.4% | +2.6% | +4.7% | +6.0% |
| 3M | +12.7% | -9.9% | +22.6% | +16.1% |
| 6M | +17.9% | +1.9% | +16.1% | +13.9% |
| YTD | -11.6% | -32.2% | +20.6% | -0.6% |
| 1Y | +0.8% | -22.8% | +23.6% | +6.2% |
| 3Y | +633.4% | -47.6% | +681.0% | +708.8% |
| 5Y | +13.5% | -92.7% | +106.2% | +111.3% |
| All | +3,259.9% | -75.2% | +3,335.1% | +3,467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling