+3,159.9%
CVNA vs CLS
+1,569.0%
+1,590.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.5% | +4.6% |
| 7D | -1.6% | +16.3% | -17.9% | -8.6% |
| 30D | +24.9% | -25.7% | +50.5% | +38.3% |
| 3M | -1.8% | -30.9% | +29.1% | +10.3% |
| 6M | +3.5% | -35.5% | +39.0% | +12.5% |
| YTD | -14.3% | -18.7% | +4.4% | -21.7% |
| 1Y | +13.6% | -17.9% | +31.5% | +1.1% |
| 3Y | +1,163.4% | +838.1% | +325.3% | +115.3% |
| 5Y | +22.9% | +1,971.9% | -1,949.0% | -87.2% |
| All | +3,159.9% | +1,569.0% | +1,590.9% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling