+1,163.4%
CVNA vs ABCL
+185.8%
+977.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | +24.9% | -7.1% | +32.0% | +25.9% |
| 3M | -1.8% | +4.7% | -6.5% | -4.9% |
| 6M | +3.5% | +140.9% | -137.3% | -22.8% |
| YTD | -14.3% | +236.0% | -250.2% | -43.2% |
| 1Y | +13.6% | +217.4% | -203.8% | -23.6% |
| 3Y | +1,163.4% | +188.7% | +974.7% | +749.1% |
| All | +1,163.4% | +185.8% | +977.6% | +749.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling