+25.2%
CVNA vs ABCL
+138.2%
-113.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.7% |
| 7D | +31.3% | -10.0% | +41.3% | +33.2% |
| 30D | +21.7% | -10.9% | +32.6% | +23.3% |
| 3M | +14.0% | +101.6% | -87.6% | -1.9% |
| 6M | +3.0% | +167.5% | -164.6% | -19.9% |
| YTD | -8.1% | +259.1% | -267.2% | -34.9% |
| 1Y | +25.2% | +152.2% | -127.0% | -4.1% |
| All | +25.2% | +138.2% | -113.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling