+3,159.9%
CVNA vs SPY
+266.0%
+2,893.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +3.0% |
| 7D | -1.6% | +2.6% | -4.2% | -7.3% |
| 30D | +24.9% | -2.0% | +26.8% | +30.6% |
| 3M | -1.8% | -2.8% | +1.0% | +4.9% |
| 6M | +3.5% | +2.1% | +1.4% | -1.2% |
| YTD | -14.3% | +11.5% | -25.7% | -32.6% |
| 1Y | +13.6% | +13.5% | +0.1% | -14.2% |
| 3Y | +1,163.4% | +77.7% | +1,085.7% | +265.5% |
| 5Y | +22.9% | +72.6% | -49.7% | -51.7% |
| All | +3,159.9% | +266.0% | +2,893.9% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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