+29.0%
CVNA vs SWK
-26.0%
+55.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.8% |
| 7D | -4.8% | -2.3% | -2.5% | -2.6% |
| 30D | +24.1% | +30.4% | -6.3% | -2.6% |
| 3M | +2.6% | +12.1% | -9.5% | -7.8% |
| 6M | -3.1% | +49.1% | -52.2% | -33.5% |
| YTD | -12.5% | +60.4% | -72.9% | -45.6% |
| 1Y | +13.0% | +78.3% | -65.3% | -37.2% |
| 3Y | +1,165.3% | +53.3% | +1,112.0% | +599.7% |
| 5Y | +29.0% | -27.0% | +56.0% | +43.3% |
| All | +29.0% | -26.0% | +55.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling