+13.6%
CVNA vs CLF
+15.2%
-1.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.6% |
| 7D | -1.6% | +10.4% | -12.0% | -3.0% |
| 30D | +24.9% | +0.6% | +24.3% | +24.0% |
| 3M | -1.8% | +4.1% | -5.9% | -3.2% |
| 6M | +3.5% | +15.1% | -11.6% | -1.7% |
| YTD | -14.3% | -4.7% | -9.5% | -19.0% |
| 1Y | +13.6% | +20.4% | -6.8% | -7.4% |
| All | +13.6% | +15.2% | -1.6% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling