+44.4%
CVNA vs ABCL
-81.3%
+125.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +7.4% | +93.1% | -85.7% | -20.2% |
| 3M | +12.7% | +79.4% | -66.7% | -16.8% |
| 6M | +17.9% | +214.9% | -197.0% | -33.4% |
| YTD | -11.6% | +234.2% | -245.8% | -52.6% |
| 1Y | +0.8% | +174.8% | -174.0% | -43.3% |
| 3Y | +633.4% | +104.5% | +529.0% | +314.8% |
| 5Y | +13.5% | -39.0% | +52.5% | -0.5% |
| All | +44.4% | -81.3% | +125.7% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling