+13.6%
CVNA vs CLS
+3,546.1%
-3,532.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.5% | -2.3% |
| 7D | +3.5% | +12.8% | -9.3% | -2.6% |
| 30D | +5.5% | +3.8% | +1.6% | +2.4% |
| 3M | +7.6% | -14.6% | +22.2% | +10.9% |
| 6M | +17.6% | +32.2% | -14.6% | -8.3% |
| YTD | -11.5% | +11.6% | -23.1% | -27.2% |
| 1Y | +0.4% | +35.1% | -34.7% | -29.6% |
| 3Y | +695.6% | +1,312.5% | -617.0% | -22.1% |
| All | +13.6% | +3,546.1% | -3,532.5% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling