+3,206.8%
CVNA vs CLF
+86.4%
+3,120.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.2% |
| 7D | -1.0% | -2.7% | +1.6% | 0.0% |
| 30D | -1.0% | -3.2% | +2.2% | -0.4% |
| 3M | +5.5% | -5.0% | +10.4% | +4.8% |
| 6M | +11.8% | +26.6% | -14.8% | -2.2% |
| YTD | -13.0% | -9.0% | -4.1% | -15.6% |
| 1Y | -2.1% | +11.8% | -14.0% | -15.1% |
| 3Y | +681.6% | -15.1% | +696.7% | +591.8% |
| 5Y | +11.6% | -48.2% | +59.8% | +19.5% |
| All | +3,206.8% | +86.4% | +3,120.4% | +1,647.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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