+25.2%
CVNA vs CLS
-28.7%
+53.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.1% | +17.9% | +10.0% |
| 7D | +31.3% | -21.1% | +52.5% | +35.5% |
| 30D | +21.7% | -38.2% | +59.9% | +30.4% |
| 3M | +14.0% | -36.3% | +50.3% | +21.0% |
| 6M | +3.0% | -43.8% | +46.8% | +9.8% |
| YTD | -8.1% | -20.0% | +11.9% | -14.4% |
| 1Y | +25.2% | -29.6% | +54.8% | +21.4% |
| All | +25.2% | -28.7% | +53.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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