+3,335.1%
CVNA vs SWK
+12.1%
+3,323.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +1.2% |
| 7D | +5.9% | +10.7% | -4.8% | -3.2% |
| 30D | +19.7% | +33.3% | -13.7% | -6.8% |
| 3M | +7.6% | +14.7% | -7.0% | -4.7% |
| 6M | -2.2% | +48.5% | -50.7% | -31.3% |
| YTD | -9.6% | +63.9% | -73.5% | -43.2% |
| 1Y | +25.4% | +80.4% | -55.0% | -28.2% |
| 3Y | +1,152.6% | +58.1% | +1,094.5% | +633.1% |
| 5Y | +28.9% | -24.5% | +53.4% | +53.6% |
| All | +3,335.1% | +12.1% | +3,323.0% | +2,110.4% |
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