+25.2%
CVNA vs SWKS
+14.2%
+11.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.9% | +11.7% | +9.2% |
| 7D | +31.3% | -4.9% | +36.3% | +32.3% |
| 30D | +21.7% | -1.2% | +22.9% | +21.8% |
| 3M | +14.0% | +24.2% | -10.1% | +7.9% |
| 6M | +3.0% | +21.5% | -18.5% | -4.0% |
| YTD | -8.1% | +33.5% | -41.6% | -19.0% |
| 1Y | +25.2% | +18.9% | +6.3% | +17.8% |
| All | +25.2% | +14.2% | +11.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling