+3,265.8%
CVNA vs CCJ
+924.5%
+2,341.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +3.5% | +5.9% | -2.4% | +0.9% |
| 30D | +5.5% | +4.7% | +0.8% | +3.0% |
| 3M | +7.6% | -3.3% | +10.9% | +8.2% |
| 6M | +17.6% | -7.0% | +24.6% | +18.3% |
| YTD | -11.5% | +11.5% | -22.9% | -19.7% |
| 1Y | +0.4% | +32.3% | -31.9% | -17.8% |
| 3Y | +695.6% | +176.8% | +518.7% | +313.6% |
| 5Y | +13.6% | +351.8% | -338.2% | -52.8% |
| All | +3,265.8% | +924.5% | +2,341.3% | +702.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling