+3,015.3%
CVNA vs SYY
+98.3%
+2,917.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | -7.3% | +3.9% | -11.2% | -9.4% |
| 30D | -4.6% | -1.7% | -2.8% | -3.7% |
| 3M | +2.0% | +5.2% | -3.2% | -1.3% |
| 6M | +11.7% | -0.2% | +11.9% | +10.4% |
| YTD | -18.1% | +15.4% | -33.4% | -26.5% |
| 1Y | -2.4% | +5.6% | -8.0% | -8.1% |
| 3Y | +580.6% | +28.9% | +551.7% | +454.4% |
| 5Y | +4.9% | +24.1% | -19.2% | -9.9% |
| All | +3,015.3% | +98.3% | +2,917.0% | +1,615.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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