+213.0%
SCHD vs CVNA
+2,461.5%
-2,248.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -2.0% | -7.3% | +5.3% | -1.6% |
| 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% | +10.7% |
| YTD | +26.4% | -18.1% | +44.5% | +26.9% |
| 1Y | +27.6% | -2.4% | +30.0% | +26.4% |
| 3Y | +54.9% | +580.6% | -525.6% | +33.5% |
| 5Y | +60.9% | +4.9% | +56.1% | +44.9% |
| All | +213.0% | +2,461.5% | -2,248.5% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling