+3,259.9%
CVNA vs W
+119.0%
+3,140.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.1% |
| 7D | +0.7% | -4.2% | +4.9% | +3.1% |
| 30D | +7.4% | -7.6% | +14.9% | +12.1% |
| 3M | +12.7% | +37.2% | -24.5% | -12.5% |
| 6M | +17.9% | +26.3% | -8.4% | -5.6% |
| YTD | -11.6% | -1.0% | -10.7% | -19.2% |
| 1Y | +0.8% | +20.1% | -19.3% | -22.4% |
| 3Y | +633.4% | +37.8% | +595.6% | +337.9% |
| 5Y | +13.5% | -63.7% | +77.1% | +30.2% |
| All | +3,259.9% | +119.0% | +3,140.9% | +1,712.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling