+3,227.5%
CVNA vs ALLY
+152.5%
+3,075.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | -0.2% |
| 7D | -4.8% | -2.8% | -2.0% | -2.4% |
| 30D | +24.1% | +1.9% | +22.2% | +22.7% |
| 3M | +2.6% | -12.1% | +14.7% | +14.7% |
| 6M | -3.1% | -9.0% | +5.9% | +4.6% |
| YTD | -12.5% | -12.9% | +0.4% | -2.1% |
| 1Y | +13.0% | -0.1% | +13.1% | +12.2% |
| 3Y | +1,165.3% | +64.6% | +1,100.7% | +733.9% |
| 5Y | +29.0% | -10.1% | +39.1% | +44.3% |
| All | +3,227.5% | +152.5% | +3,075.0% | +1,510.7% |
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