+3,265.8%
CVNA vs SYY
+90.3%
+3,175.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +3.5% | -2.8% | +6.3% | +5.2% |
| 30D | +5.5% | -5.3% | +10.7% | +8.7% |
| 3M | +7.6% | +5.1% | +2.5% | +4.2% |
| 6M | +17.6% | -5.0% | +22.6% | +19.6% |
| YTD | -11.5% | +10.7% | -22.2% | -18.6% |
| 1Y | +0.4% | +0.7% | -0.3% | -2.8% |
| 3Y | +695.6% | +24.0% | +671.5% | +563.0% |
| 5Y | +13.6% | +19.3% | -5.7% | -0.2% |
| All | +3,265.8% | +90.3% | +3,175.5% | +1,799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling