+3,189.2%
CVNA vs ALLY
+148.6%
+3,040.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -2.3% |
| 7D | +2.4% | -0.7% | +3.1% | +3.3% |
| 30D | +14.6% | +1.1% | +13.4% | +13.9% |
| 3M | -1.5% | -13.2% | +11.6% | +11.2% |
| 6M | -6.3% | -13.5% | +7.2% | +5.5% |
| YTD | -13.5% | -14.3% | +0.8% | -2.0% |
| 1Y | +13.3% | -1.1% | +14.4% | +13.5% |
| 3Y | +1,150.8% | +62.0% | +1,088.8% | +735.5% |
| 5Y | +27.1% | -9.6% | +36.7% | +42.3% |
| All | +3,189.2% | +148.6% | +3,040.6% | +1,513.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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