+3,214.0%
CVNA vs SWK
+9.0%
+3,204.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.4% |
| 7D | +7.7% | +11.0% | -3.3% | -1.8% |
| 30D | +17.2% | +30.1% | -12.8% | -6.7% |
| 3M | +7.7% | +14.7% | -7.0% | -4.7% |
| 6M | -5.5% | +44.5% | -50.0% | -32.1% |
| YTD | -12.8% | +59.4% | -72.2% | -43.9% |
| 1Y | +26.8% | +77.5% | -50.7% | -26.4% |
| 3Y | +1,007.0% | +49.5% | +957.5% | +583.2% |
| 5Y | +23.5% | -24.9% | +48.4% | +48.0% |
| All | +3,214.0% | +9.0% | +3,204.9% | +2,084.1% |
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