+3,015.3%
CVNA vs CLX
-12.9%
+3,028.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -7.3% | -5.7% | -1.6% | -5.8% |
| 30D | -4.6% | -17.0% | +12.4% | +0.4% |
| 3M | +2.0% | -9.7% | +11.7% | +4.8% |
| 6M | +11.7% | -19.8% | +31.6% | +18.2% |
| YTD | -18.1% | -9.8% | -8.2% | -16.2% |
| 1Y | -2.4% | -26.2% | +23.8% | +4.9% |
| 3Y | +580.6% | -36.2% | +616.8% | +647.5% |
| 5Y | +4.9% | -38.3% | +43.2% | +11.8% |
| All | +3,015.3% | -12.9% | +3,028.2% | +3,001.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling