+1,136.7%
CVNA vs CCL
+137.2%
+999.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +17.3% | +10.3% | +7.0% | +10.1% |
| 3M | -2.3% | +6.6% | -8.8% | -6.8% |
| 6M | -3.9% | +20.0% | -23.9% | -16.9% |
| YTD | -16.1% | -1.9% | -14.2% | -17.5% |
| 1Y | +7.9% | +10.4% | -2.5% | -5.4% |
| All | +1,136.7% | +137.2% | +999.5% | +380.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling