+3,065.8%
CVNA vs CLS
+2,158.5%
+907.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.1% |
| 7D | -4.3% | +5.0% | -9.3% | -6.5% |
| 30D | -2.4% | +4.8% | -7.2% | -5.8% |
| 3M | +4.5% | -10.4% | +14.9% | +5.2% |
| 6M | +10.2% | +20.8% | -10.6% | -9.7% |
| YTD | -16.7% | +10.0% | -26.8% | -30.9% |
| 1Y | -3.8% | +28.5% | -32.3% | -29.9% |
| 3Y | +648.3% | +1,292.2% | -643.9% | +8.1% |
| 5Y | +6.6% | +3,616.8% | -3,610.2% | -91.3% |
| All | +3,065.8% | +2,158.5% | +907.3% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling