+622.4%
CVNA vs CLS
+1,307.0%
-684.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -1.0% | +20.1% | -21.1% | -7.0% |
| 30D | -1.0% | +6.0% | -7.1% | -3.6% |
| 3M | +5.5% | -10.3% | +15.7% | +6.4% |
| 6M | +11.8% | +24.5% | -12.7% | -3.9% |
| YTD | -13.0% | +12.9% | -25.9% | -24.3% |
| 1Y | -2.1% | +36.7% | -38.8% | -23.6% |
| All | +622.4% | +1,307.0% | -684.6% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling