+3,146.8%
CVNA vs SWK
+9.4%
+3,137.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -4.8% |
| 7D | +5.5% | +11.3% | -5.7% | -4.0% |
| 30D | +12.8% | +28.1% | -15.3% | -9.0% |
| 3M | +3.7% | +12.6% | -8.8% | -6.7% |
| 6M | -4.9% | +51.7% | -56.6% | -34.5% |
| YTD | -14.6% | +60.0% | -74.6% | -45.2% |
| 1Y | +16.4% | +72.7% | -56.3% | -30.7% |
| 3Y | +1,016.5% | +46.3% | +970.2% | +603.1% |
| 5Y | +21.0% | -24.6% | +45.6% | +44.5% |
| All | +3,146.8% | +9.4% | +3,137.4% | +2,033.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling