+3,335.1%
CVNA vs ALLY
+154.2%
+3,180.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +2.9% |
| 7D | +5.9% | -0.2% | +6.1% | +6.3% |
| 30D | +19.7% | +3.4% | +16.2% | +16.6% |
| 3M | +7.6% | -11.1% | +18.7% | +19.0% |
| 6M | -2.2% | -11.5% | +9.3% | +8.0% |
| YTD | -9.6% | -12.3% | +2.7% | +0.4% |
| 1Y | +25.4% | +1.1% | +24.3% | +23.3% |
| 3Y | +1,152.6% | +64.8% | +1,087.8% | +724.3% |
| 5Y | +28.9% | -6.9% | +35.7% | +40.8% |
| All | +3,335.1% | +154.2% | +3,180.9% | +1,552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling