+3,214.0%
CVNA vs SW
+126.1%
+3,087.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +7.7% | +2.3% | +5.4% | +7.1% |
| 30D | +17.2% | +6.8% | +10.4% | +15.2% |
| 3M | +7.7% | -5.2% | +12.8% | +9.4% |
| 6M | -5.5% | +7.4% | -13.0% | -7.8% |
| YTD | -12.8% | +17.4% | -30.2% | -17.9% |
| 1Y | +26.8% | +27.1% | -0.3% | +16.7% |
| 3Y | +1,007.0% | +47.9% | +959.1% | +877.5% |
| 5Y | +23.5% | -2.6% | +26.0% | +14.1% |
| All | +3,214.0% | +126.1% | +3,087.8% | +3,118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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