+683.0%
CVNA vs SWKS
-20.0%
+703.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.1% |
| 7D | +0.7% | +12.5% | -11.8% | -4.3% |
| 30D | +7.4% | +10.5% | -3.1% | +2.7% |
| 3M | +12.7% | -7.4% | +20.1% | +15.5% |
| 6M | +17.9% | +32.7% | -14.7% | -1.2% |
| YTD | -11.6% | +19.2% | -30.8% | -22.1% |
| 1Y | +0.8% | +2.4% | -1.6% | -4.5% |
| All | +683.0% | -20.0% | +703.0% | +552.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling