+695.6%
CVNA vs W
+44.2%
+651.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | +3.5% | +6.5% | -3.0% | +0.4% |
| 30D | +5.5% | -6.2% | +11.7% | +8.5% |
| 3M | +7.6% | +48.9% | -41.3% | -15.5% |
| 6M | +17.6% | +31.2% | -13.6% | -3.0% |
| YTD | -11.5% | -0.4% | -11.0% | -16.8% |
| 1Y | +0.4% | +14.8% | -14.5% | -15.8% |
| 3Y | +695.6% | +40.5% | +655.1% | +342.2% |
| All | +695.6% | +44.2% | +651.4% | +342.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling