+3,259.9%
CVNA vs CLS
+2,069.1%
+1,190.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +0.7% | +4.6% | -3.8% | -1.9% |
| 30D | +7.4% | -13.9% | +21.3% | +13.2% |
| 3M | +12.7% | -26.6% | +39.3% | +24.2% |
| 6M | +17.9% | +15.4% | +2.5% | -1.4% |
| YTD | -11.6% | +5.7% | -17.3% | -25.2% |
| 1Y | +0.8% | +41.1% | -40.4% | -30.8% |
| 3Y | +633.4% | +1,228.6% | -595.2% | +8.5% |
| 5Y | +13.5% | +3,240.6% | -3,227.2% | -90.3% |
| All | +3,259.9% | +2,069.1% | +1,190.8% | +119.2% |
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