+3,065.8%
CVNA vs CCL
-59.0%
+3,124.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.7% |
| 7D | -4.3% | -4.3% | 0.0% | -1.8% |
| 30D | -2.4% | -19.0% | +16.6% | +9.8% |
| 3M | +4.5% | -13.1% | +17.6% | +12.4% |
| 6M | +10.2% | -13.3% | +23.5% | +17.6% |
| YTD | -16.7% | -25.2% | +8.5% | -3.8% |
| 1Y | -3.8% | -27.2% | +23.4% | +10.3% |
| 3Y | +648.3% | +49.2% | +599.1% | +480.4% |
| 5Y | +6.6% | +0.4% | +6.2% | -2.3% |
| All | +3,065.8% | -59.0% | +3,124.7% | +3,882.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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