+3,214.0%
CVNA vs CL
+69.9%
+3,144.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.8% |
| 7D | +7.7% | +1.3% | +6.4% | +7.3% |
| 30D | +17.2% | +11.4% | +5.9% | +12.8% |
| 3M | +7.7% | +4.4% | +3.2% | +5.9% |
| 6M | -5.5% | +10.8% | -16.3% | -9.4% |
| YTD | -12.8% | +25.1% | -38.0% | -20.7% |
| 1Y | +26.8% | +28.0% | -1.2% | +13.8% |
| 3Y | +1,007.0% | +37.6% | +969.4% | +803.9% |
| 5Y | +23.5% | +39.7% | -16.2% | -2.6% |
| All | +3,214.0% | +69.9% | +3,144.1% | +2,225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling