+3,065.8%
CVNA vs TROW
+116.2%
+2,949.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.1% |
| 7D | -4.3% | -3.0% | -1.3% | -0.9% |
| 30D | -2.4% | -5.5% | +3.1% | +4.2% |
| 3M | +4.5% | +2.3% | +2.2% | +0.5% |
| 6M | +10.2% | +23.9% | -13.7% | -15.2% |
| YTD | -16.7% | +7.9% | -24.6% | -25.4% |
| 1Y | -3.8% | +6.1% | -9.9% | -12.7% |
| 3Y | +648.3% | +13.8% | +634.5% | +525.9% |
| 5Y | +6.6% | -38.2% | +44.8% | +84.2% |
| All | +3,065.8% | +116.2% | +2,949.6% | +2,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling