+6.6%
CVNA vs SPYM
+80.5%
-73.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -2.5% |
| 7D | -4.3% | -2.0% | -2.3% | +1.5% |
| 30D | -2.4% | -1.6% | -0.8% | +2.5% |
| 3M | +4.5% | +4.7% | -0.2% | -8.5% |
| 6M | +10.2% | +12.6% | -2.3% | -21.9% |
| YTD | -16.7% | +11.8% | -28.5% | -39.6% |
| 1Y | -3.8% | +17.5% | -21.3% | -39.2% |
| 3Y | +648.3% | +77.0% | +571.3% | +36.0% |
| 5Y | +6.6% | +82.6% | -76.0% | -76.8% |
| All | +6.6% | +80.5% | -73.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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