+3,259.9%
CVNA vs ALLY
+185.9%
+3,074.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +0.7% | +3.7% | -2.9% | -2.3% |
| 30D | +7.4% | -2.3% | +9.6% | +9.3% |
| 3M | +12.7% | +3.8% | +8.9% | +8.4% |
| 6M | +17.9% | +9.7% | +8.2% | +8.1% |
| YTD | -11.6% | -1.4% | -10.2% | -11.3% |
| 1Y | +0.8% | +8.2% | -7.5% | -6.8% |
| 3Y | +633.4% | +66.5% | +567.0% | +377.7% |
| 5Y | +13.5% | +1.2% | +12.3% | +13.1% |
| All | +3,259.9% | +185.9% | +3,074.0% | +1,359.6% |
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