+3,189.2%
CVNA vs CL
+72.6%
+3,116.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +2.4% | +2.6% | -0.1% | +1.6% |
| 30D | +14.6% | +11.8% | +2.8% | +10.1% |
| 3M | -1.5% | +5.9% | -7.4% | -3.6% |
| 6M | -6.3% | +13.3% | -19.6% | -10.8% |
| YTD | -13.5% | +27.1% | -40.6% | -21.7% |
| 1Y | +13.3% | +28.0% | -14.7% | +1.8% |
| 3Y | +1,150.8% | +39.4% | +1,111.4% | +917.5% |
| 5Y | +27.1% | +40.8% | -13.7% | +0.2% |
| All | +3,189.2% | +72.6% | +3,116.6% | +2,195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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