+3,393.7%
CVNA vs SW
+131.8%
+3,261.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.7% | +7.6% |
| 7D | +31.3% | +12.1% | +19.3% | +27.3% |
| 30D | +21.7% | +6.6% | +15.2% | +19.7% |
| 3M | +14.0% | -6.0% | +20.0% | +16.1% |
| 6M | +3.0% | +21.5% | -18.5% | -3.0% |
| YTD | -8.1% | +20.3% | -28.4% | -14.1% |
| 1Y | +25.2% | +28.1% | -3.0% | +14.9% |
| 3Y | +1,101.4% | +51.6% | +1,049.8% | +952.8% |
| 5Y | +29.0% | -0.1% | +29.1% | +18.3% |
| All | +3,393.7% | +131.8% | +3,261.9% | +3,267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling