+3,015.3%
CVNA vs SSNC
+134.3%
+2,881.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -3.7% |
| 7D | -7.3% | -4.0% | -3.2% | -2.8% |
| 30D | -4.6% | +0.5% | -5.1% | -5.5% |
| 3M | +2.0% | +18.9% | -17.0% | -19.6% |
| 6M | +11.7% | +10.8% | +0.9% | -4.9% |
| YTD | -18.1% | -7.1% | -10.9% | -13.9% |
| 1Y | -2.4% | -9.6% | +7.2% | +5.2% |
| 3Y | +580.6% | +51.1% | +529.5% | +289.0% |
| 5Y | +4.9% | +19.7% | -14.8% | -9.2% |
| All | +3,015.3% | +134.3% | +2,881.0% | +1,356.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling