+13.6%
CVNA vs ALC
-15.6%
+29.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +2.2% |
| 7D | +3.5% | -3.7% | +7.2% | +7.4% |
| 30D | +5.5% | -3.7% | +9.2% | +9.3% |
| 3M | +7.6% | +4.6% | +3.0% | +1.4% |
| 6M | +17.6% | -14.6% | +32.2% | +35.4% |
| YTD | -11.5% | -11.9% | +0.4% | -2.4% |
| 1Y | +0.4% | -13.1% | +13.5% | +10.5% |
| 3Y | +695.6% | -15.0% | +710.6% | +722.9% |
| 5Y | +13.6% | -16.2% | +29.8% | +18.0% |
| All | +13.6% | -15.6% | +29.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling