+3,189.2%
CVNA vs SWK
+10.5%
+3,178.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.0% |
| 7D | +2.4% | +11.3% | -8.9% | -6.8% |
| 30D | +14.6% | +31.5% | -16.9% | -9.6% |
| 3M | -1.5% | +14.4% | -16.0% | -12.6% |
| 6M | -6.3% | +46.4% | -52.7% | -33.3% |
| YTD | -13.5% | +61.6% | -75.1% | -44.9% |
| 1Y | +13.3% | +78.7% | -65.5% | -34.6% |
| 3Y | +1,150.8% | +54.4% | +1,096.4% | +648.8% |
| 5Y | +27.1% | -25.3% | +52.4% | +53.0% |
| All | +3,189.2% | +10.5% | +3,178.6% | +2,043.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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