+6.1%
CVNA vs WY
-22.2%
+28.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -2.0% |
| 7D | -7.3% | -4.2% | -3.1% | -2.2% |
| 30D | -4.6% | -10.1% | +5.5% | +9.3% |
| 3M | +2.0% | -8.5% | +10.5% | +12.7% |
| 6M | +11.7% | -3.3% | +15.1% | +14.6% |
| YTD | -18.1% | -4.4% | -13.7% | -16.6% |
| 1Y | -2.4% | -11.5% | +9.1% | +8.3% |
| 3Y | +580.6% | -24.3% | +604.9% | +804.6% |
| All | +6.1% | -22.2% | +28.3% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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