+3,065.8%
CVNA vs CCJ
+878.7%
+2,187.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.0% |
| 7D | -4.3% | -3.2% | -1.1% | -2.9% |
| 30D | -2.4% | -1.3% | -1.1% | -2.1% |
| 3M | +4.5% | +2.5% | +2.0% | +2.5% |
| 6M | +10.2% | -18.9% | +29.1% | +17.9% |
| YTD | -16.7% | +6.5% | -23.2% | -22.9% |
| 1Y | -3.8% | +22.8% | -26.6% | -18.5% |
| 3Y | +648.3% | +164.5% | +483.8% | +297.0% |
| 5Y | +6.6% | +303.7% | -297.1% | -53.6% |
| All | +3,065.8% | +878.7% | +2,187.0% | +670.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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