+6.1%
CVNA vs CLSK
+6.4%
-0.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -4.1% |
| 7D | -7.3% | +7.7% | -15.0% | -10.0% |
| 30D | -4.6% | +12.2% | -16.8% | -9.7% |
| 3M | +2.0% | -15.5% | +17.4% | +2.7% |
| 6M | +11.7% | +39.3% | -27.6% | -9.1% |
| YTD | -18.1% | +35.1% | -53.1% | -36.0% |
| 1Y | -2.4% | +34.0% | -36.4% | -28.7% |
| 3Y | +580.6% | +226.3% | +354.3% | +73.8% |
| All | +6.1% | +6.4% | -0.3% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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