+1,447.3%
CVNA vs SPOT
+214.5%
+1,232.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.1% |
| 7D | -4.3% | -6.9% | +2.6% | +0.4% |
| 30D | -2.4% | +4.1% | -6.5% | -5.5% |
| 3M | +4.5% | +3.7% | +0.8% | +0.8% |
| 6M | +10.2% | -1.6% | +11.8% | +7.3% |
| YTD | -16.7% | -10.2% | -6.6% | -16.4% |
| 1Y | -3.8% | -25.9% | +22.1% | +10.8% |
| 3Y | +648.3% | +235.6% | +412.7% | +144.3% |
| 5Y | +6.6% | +110.6% | -104.0% | -54.0% |
| All | +1,447.3% | +214.5% | +1,232.9% | +386.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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