+6.1%
CVNA vs SPXS
-86.0%
+92.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -3.9% |
| 7D | -7.3% | +2.5% | -9.8% | -5.0% |
| 30D | -4.6% | +4.2% | -8.8% | -0.3% |
| 3M | +2.0% | -9.3% | +11.3% | -5.0% |
| 6M | +11.7% | -30.7% | +42.4% | -17.3% |
| YTD | -18.1% | -28.1% | +10.0% | -35.9% |
| 1Y | -2.4% | -35.1% | +32.7% | -28.3% |
| 3Y | +580.6% | -79.6% | +660.2% | +116.6% |
| All | +6.1% | -86.0% | +92.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling