+54.9%
SCHD vs CVNA
+630.6%
-575.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -2.0% | -7.3% | +5.3% | -1.5% |
| 30D | -0.4% | -4.6% | +4.2% | -0.2% |
| 3M | +5.7% | +2.0% | +3.7% | +5.3% |
| 6M | +11.9% | +11.7% | +0.1% | +10.6% |
| YTD | +26.4% | -18.1% | +44.5% | +26.9% |
| 1Y | +27.6% | -2.4% | +30.0% | +26.2% |
| 3Y | +54.9% | +580.6% | -525.6% | +29.4% |
| All | +54.9% | +630.6% | -575.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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