+11.6%
CVNA vs CCL
+1.3%
+10.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | +0.1% |
| 7D | -1.0% | -4.4% | +3.4% | +3.0% |
| 30D | -1.0% | -18.2% | +17.2% | +17.6% |
| 3M | +5.5% | -17.7% | +23.2% | +23.0% |
| 6M | +11.8% | -13.0% | +24.8% | +20.9% |
| YTD | -13.0% | -24.5% | +11.5% | +5.3% |
| 1Y | -2.1% | -26.9% | +24.8% | +16.9% |
| 3Y | +681.6% | +50.8% | +630.9% | +336.8% |
| 5Y | +11.6% | -0.9% | +12.6% | -30.7% |
| All | +11.6% | +1.3% | +10.3% | -30.7% |
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 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