+3,259.9%
CVNA vs SW
+135.0%
+3,124.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | +0.7% | -5.1% | +5.8% | +2.3% |
| 30D | +7.4% | -4.6% | +11.9% | +8.8% |
| 3M | +12.7% | +9.4% | +3.3% | +9.4% |
| 6M | +17.9% | +3.5% | +14.4% | +16.0% |
| YTD | -11.6% | +22.0% | -33.7% | -17.7% |
| 1Y | +0.8% | +2.2% | -1.5% | -1.6% |
| 3Y | +633.4% | +19.6% | +613.8% | +577.4% |
| 5Y | +13.5% | -2.3% | +15.8% | +4.0% |
| All | +3,259.9% | +135.0% | +3,124.9% | +3,123.4% |
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 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