+3,159.9%
CVNA vs CCL
-46.3%
+3,206.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.4% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | +24.9% | +13.1% | +11.7% | +16.9% |
| 3M | -1.8% | +3.4% | -5.2% | -3.8% |
| 6M | +3.5% | +18.7% | -15.2% | -7.1% |
| YTD | -14.3% | -2.3% | -12.0% | -15.0% |
| 1Y | +13.6% | +14.2% | -0.6% | +1.5% |
| 3Y | +1,163.4% | +133.6% | +1,029.9% | +661.6% |
| 5Y | +22.9% | +33.5% | -10.6% | -3.3% |
| All | +3,159.9% | -46.3% | +3,206.3% | +3,419.7% |
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