+3,015.3%
CVNA vs SRE
+97.0%
+2,918.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -7.3% | -0.8% | -6.4% | -6.8% |
| 30D | -4.6% | -3.0% | -1.6% | -3.1% |
| 3M | +2.0% | -8.3% | +10.3% | +6.5% |
| 6M | +11.7% | -8.9% | +20.6% | +16.3% |
| YTD | -18.1% | -4.3% | -13.8% | -18.3% |
| 1Y | -2.4% | +2.7% | -5.1% | -7.9% |
| 3Y | +580.6% | +28.7% | +551.9% | +423.6% |
| 5Y | +4.9% | +47.1% | -42.3% | -23.7% |
| All | +3,015.3% | +97.0% | +2,918.4% | +1,742.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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