-2.4%
CVNA vs CLBK
+68.0%
-70.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -7.3% | -1.5% | -5.8% | -6.9% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | +2.0% | +22.9% | -20.9% | -5.6% |
| 6M | +11.7% | +44.2% | -32.5% | -3.5% |
| YTD | -18.1% | +64.0% | -82.0% | -32.9% |
| 1Y | -2.4% | +65.7% | -68.1% | -25.7% |
| All | -2.4% | +68.0% | -70.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling