+3,206.8%
CVNA vs ALB
+31.6%
+3,175.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -0.3% |
| 7D | -1.0% | -8.6% | +7.6% | +3.4% |
| 30D | -1.0% | -4.0% | +3.0% | +0.4% |
| 3M | +5.5% | -17.4% | +22.8% | +13.9% |
| 6M | +11.8% | -25.4% | +37.2% | +23.6% |
| YTD | -13.0% | -10.5% | -2.5% | -14.1% |
| 1Y | -2.1% | +75.8% | -77.9% | -34.7% |
| 3Y | +681.6% | -28.5% | +710.1% | +656.5% |
| 5Y | +11.6% | -45.1% | +56.7% | +28.4% |
| All | +3,206.8% | +31.6% | +3,175.2% | +1,542.9% |
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