+3,206.8%
CVNA vs SPMO
+480.7%
+2,726.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.6% |
| 7D | -1.0% | +2.7% | -3.7% | -5.2% |
| 30D | -1.0% | +1.1% | -2.1% | -3.2% |
| 3M | +5.5% | +2.0% | +3.4% | -3.4% |
| 6M | +11.8% | +26.5% | -14.7% | -31.5% |
| YTD | -13.0% | +26.5% | -39.5% | -46.5% |
| 1Y | -2.1% | +27.9% | -30.1% | -40.2% |
| 3Y | +681.6% | +160.4% | +521.2% | +46.8% |
| 5Y | +11.6% | +151.5% | -139.9% | -75.7% |
| All | +3,206.8% | +480.7% | +2,726.0% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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