+3,146.8%
CVNA vs SW
+128.3%
+3,018.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.6% |
| 7D | +5.5% | +4.7% | +0.9% | +4.2% |
| 30D | +12.8% | +5.0% | +7.8% | +11.5% |
| 3M | +3.7% | -7.3% | +11.1% | +6.1% |
| 6M | -4.9% | +15.0% | -19.9% | -9.0% |
| YTD | -14.6% | +18.5% | -33.1% | -19.7% |
| 1Y | +16.4% | +27.1% | -10.8% | +7.1% |
| 3Y | +1,016.5% | +49.3% | +967.2% | +883.1% |
| 5Y | +21.0% | -1.6% | +22.6% | +11.4% |
| All | +3,146.8% | +128.3% | +3,018.6% | +3,044.6% |
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