+3,065.8%
CVNA vs SO
+158.7%
+2,907.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -4.3% | -1.1% | -3.1% | -3.8% |
| 30D | -2.4% | -3.7% | +1.4% | -0.7% |
| 3M | +4.5% | -5.9% | +10.4% | +7.1% |
| 6M | +10.2% | -7.3% | +17.6% | +13.3% |
| YTD | -16.7% | +3.1% | -19.8% | -19.3% |
| 1Y | -3.8% | -1.0% | -2.8% | -5.5% |
| 3Y | +648.3% | +43.2% | +605.1% | +480.2% |
| 5Y | +6.6% | +59.1% | -52.5% | -22.2% |
| All | +3,065.8% | +158.7% | +2,907.1% | +1,613.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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