+3,015.3%
CVNA vs TROW
+113.7%
+2,901.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.2% |
| 7D | -7.3% | -3.2% | -4.1% | -3.7% |
| 30D | -4.6% | -4.6% | 0.0% | +0.9% |
| 3M | +2.0% | -0.7% | +2.6% | +1.5% |
| 6M | +11.7% | +22.2% | -10.5% | -12.6% |
| YTD | -18.1% | +6.6% | -24.7% | -25.6% |
| 1Y | -2.4% | +5.8% | -8.2% | -11.2% |
| 3Y | +580.6% | +11.6% | +569.0% | +482.2% |
| 5Y | +4.9% | -38.9% | +43.8% | +83.8% |
| All | +3,015.3% | +113.7% | +2,901.7% | +2,612.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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