+3,259.9%
CVNA vs CLF
+92.7%
+3,167.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.9% |
| 7D | +0.7% | +7.6% | -6.8% | -2.0% |
| 30D | +7.4% | -1.2% | +8.5% | +7.3% |
| 3M | +12.7% | -13.4% | +26.1% | +15.7% |
| 6M | +17.9% | +15.4% | +2.5% | +6.8% |
| YTD | -11.6% | -5.9% | -5.8% | -15.3% |
| 1Y | +0.8% | +18.8% | -18.1% | -14.8% |
| 3Y | +633.4% | -19.4% | +652.8% | +565.0% |
| 5Y | +13.5% | -47.7% | +61.2% | +20.9% |
| All | +3,259.9% | +92.7% | +3,167.2% | +1,654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling