+3,335.1%
CVNA vs SWKS
-0.6%
+3,335.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.1% |
| 7D | +5.9% | -2.7% | +8.7% | +8.0% |
| 30D | +19.7% | +8.5% | +11.2% | +12.5% |
| 3M | +7.6% | +17.3% | -9.7% | -10.0% |
| 6M | -2.2% | +25.1% | -27.3% | -26.4% |
| YTD | -9.6% | +33.3% | -43.0% | -38.2% |
| 1Y | +25.4% | +22.9% | +2.5% | -8.4% |
| 3Y | +1,152.6% | +5.5% | +1,147.1% | +776.7% |
| 5Y | +28.9% | -41.9% | +70.8% | +72.5% |
| All | +3,335.1% | -0.6% | +3,335.8% | +2,816.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling