+520.7%
CVNA vs ALC
+24.0%
+496.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +3.7% |
| 7D | +0.7% | -2.1% | +2.8% | +2.8% |
| 30D | +7.4% | -0.1% | +7.5% | +7.2% |
| 3M | +12.7% | +5.9% | +6.8% | +5.3% |
| 6M | +17.9% | -15.9% | +33.9% | +36.8% |
| YTD | -11.6% | -10.1% | -1.5% | -4.9% |
| 1Y | +0.8% | -10.2% | +11.0% | +6.7% |
| 3Y | +633.4% | -13.6% | +647.0% | +669.9% |
| 5Y | +13.5% | -15.1% | +28.6% | +24.8% |
| All | +520.7% | +24.0% | +496.6% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling