+3,265.8%
CVNA vs CCL
-57.6%
+3,323.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +5.5% | -20.0% | +25.4% | +19.2% |
| 3M | +7.6% | -13.7% | +21.2% | +16.0% |
| 6M | +17.6% | -9.0% | +26.6% | +22.1% |
| YTD | -11.5% | -22.8% | +11.3% | +0.4% |
| 1Y | +0.4% | -25.3% | +25.7% | +13.4% |
| 3Y | +695.6% | +54.1% | +641.5% | +505.8% |
| 5Y | +13.6% | +3.5% | +10.1% | +2.2% |
| All | +3,265.8% | -57.6% | +3,323.4% | +4,056.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling