+3,159.9%
CVNA vs ALB
-1.9%
+3,161.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.9% |
| 7D | -1.6% | -5.8% | +4.1% | +1.4% |
| 30D | +24.9% | -4.5% | +29.4% | +27.3% |
| 3M | -1.8% | -28.1% | +26.3% | +14.6% |
| 6M | +3.5% | -53.2% | +56.7% | +48.2% |
| YTD | -14.3% | -33.3% | +19.1% | -2.4% |
| 1Y | +13.6% | -17.4% | +31.0% | +14.7% |
| 3Y | +1,163.4% | -14.1% | +1,177.6% | +948.5% |
| 5Y | +22.9% | -64.0% | +86.9% | +74.9% |
| All | +3,159.9% | -1.9% | +3,161.8% | +1,768.3% |
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