+20.3%
CVNA vs CCL
+30.6%
-10.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -0.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | +17.3% | +10.3% | +7.0% | +7.9% |
| 3M | -2.3% | +6.6% | -8.8% | -8.5% |
| 6M | -3.9% | +20.0% | -23.9% | -21.0% |
| YTD | -16.1% | -1.9% | -14.2% | -19.8% |
| 1Y | +7.9% | +10.4% | -2.5% | -10.6% |
| 3Y | +1,113.4% | +134.8% | +978.6% | +334.0% |
| 5Y | +20.3% | +34.0% | -13.7% | -39.1% |
| All | +20.3% | +30.6% | -10.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling