+0.8%
CVNA vs SSNC
-3.0%
+3.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | +7.4% | +6.0% | +1.3% | +4.4% |
| 3M | +12.7% | +21.0% | -8.3% | +3.6% |
| 6M | +17.9% | +12.1% | +5.8% | +13.2% |
| YTD | -11.6% | -3.2% | -8.4% | -10.7% |
| 1Y | +0.8% | -4.4% | +5.1% | -2.8% |
| All | +0.8% | -3.0% | +3.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling