+3,259.9%
CVNA vs ALB
+32.0%
+3,227.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +3.8% |
| 7D | +0.7% | -8.1% | +8.8% | +5.0% |
| 30D | +7.4% | +6.3% | +1.1% | +3.3% |
| 3M | +12.7% | -23.6% | +36.3% | +26.4% |
| 6M | +17.9% | -24.6% | +42.5% | +29.6% |
| YTD | -11.6% | -10.3% | -1.4% | -12.9% |
| 1Y | +0.8% | +61.5% | -60.7% | -30.0% |
| 3Y | +633.4% | -34.0% | +667.4% | +645.9% |
| 5Y | +13.5% | -44.6% | +58.1% | +29.9% |
| All | +3,259.9% | +32.0% | +3,227.9% | +1,567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling