+3,227.5%
CVNA vs ALB
+0.6%
+3,226.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -4.8% | +1.1% | -5.8% | -5.4% |
| 30D | +24.1% | -2.6% | +26.7% | +25.3% |
| 3M | +2.6% | -25.6% | +28.2% | +17.7% |
| 6M | -3.1% | -54.0% | +50.9% | +40.1% |
| YTD | -12.5% | -31.6% | +19.1% | -1.6% |
| 1Y | +13.0% | -6.6% | +19.5% | +6.6% |
| 3Y | +1,165.3% | -14.0% | +1,179.3% | +952.6% |
| 5Y | +29.0% | -62.5% | +91.6% | +79.9% |
| All | +3,227.5% | +0.6% | +3,226.9% | +1,782.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling