+3,189.2%
CVNA vs ALK
-48.1%
+3,237.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.0% |
| 7D | +2.4% | +12.9% | -10.5% | -5.2% |
| 30D | +14.6% | +5.5% | +9.0% | +10.6% |
| 3M | -1.5% | -12.1% | +10.6% | +6.7% |
| 6M | -6.3% | +1.7% | -8.0% | -10.2% |
| YTD | -13.5% | -17.4% | +3.9% | -7.0% |
| 1Y | +13.3% | -1.9% | +15.2% | +7.5% |
| 3Y | +1,150.8% | +21.2% | +1,129.5% | +840.1% |
| 5Y | +27.1% | -27.8% | +54.9% | +49.9% |
| All | +3,189.2% | -48.1% | +3,237.3% | +4,091.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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