+6.1%
CVNA vs TROW
-39.3%
+45.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | +0.2% |
| 7D | -7.3% | -3.2% | -4.1% | -2.7% |
| 30D | -4.6% | -4.6% | 0.0% | +2.5% |
| 3M | +2.0% | -0.7% | +2.6% | +0.7% |
| 6M | +11.7% | +22.2% | -10.5% | -19.7% |
| YTD | -18.1% | +6.6% | -24.7% | -28.7% |
| 1Y | -2.4% | +5.8% | -8.2% | -15.2% |
| 3Y | +580.6% | +11.6% | +569.0% | +409.7% |
| All | +6.1% | -39.3% | +45.4% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling