+3,159.9%
CVNA vs CLF
+95.0%
+3,064.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.3% |
| 7D | -1.6% | +10.4% | -12.0% | -5.3% |
| 30D | +24.9% | +0.6% | +24.3% | +22.5% |
| 3M | -1.8% | +4.1% | -5.9% | -6.0% |
| 6M | +3.5% | +15.1% | -11.6% | -7.4% |
| YTD | -14.3% | -4.7% | -9.5% | -20.0% |
| 1Y | +13.6% | +20.4% | -6.8% | -3.5% |
| 3Y | +1,163.4% | -23.4% | +1,186.8% | +1,046.7% |
| 5Y | +22.9% | -43.3% | +66.2% | +26.2% |
| All | +3,159.9% | +95.0% | +3,064.9% | +1,555.3% |
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