+1,007.0%
CVNA vs SWKS
-0.7%
+1,007.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.6% |
| 7D | +7.7% | -6.2% | +13.9% | +10.0% |
| 30D | +17.2% | -1.5% | +18.7% | +17.7% |
| 3M | +7.7% | +23.0% | -15.3% | -2.9% |
| 6M | -5.5% | +27.6% | -33.1% | -18.1% |
| YTD | -12.8% | +32.3% | -45.2% | -27.1% |
| 1Y | +26.8% | +20.1% | +6.7% | +11.0% |
| 3Y | +1,007.0% | +0.6% | +1,006.3% | +609.2% |
| All | +1,007.0% | -0.7% | +1,007.7% | +609.2% |
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