+3,259.9%
CVNA vs SNPS
+434.5%
+2,825.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +6.3% |
| 7D | +0.7% | -11.0% | +11.8% | +11.0% |
| 30D | +7.4% | -1.7% | +9.1% | +6.8% |
| 3M | +12.7% | -20.4% | +33.0% | +33.3% |
| 6M | +17.9% | -8.6% | +26.5% | +20.3% |
| YTD | -11.6% | -16.2% | +4.5% | -5.3% |
| 1Y | +0.8% | -34.6% | +35.3% | +15.5% |
| 3Y | +633.4% | -14.5% | +647.9% | +427.9% |
| 5Y | +13.5% | +17.0% | -3.5% | -38.2% |
| All | +3,259.9% | +434.5% | +2,825.5% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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