+6.6%
CVNA vs CLX
-37.2%
+43.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -4.0% |
| 7D | -4.3% | -5.9% | +1.6% | -2.4% |
| 30D | -2.4% | -17.0% | +14.6% | +3.6% |
| 3M | +4.5% | -9.6% | +14.1% | +7.9% |
| 6M | +10.2% | -21.5% | +31.8% | +18.4% |
| YTD | -16.7% | -8.8% | -7.9% | -15.0% |
| 1Y | -3.8% | -24.7% | +20.9% | +4.2% |
| 3Y | +648.3% | -35.6% | +683.9% | +726.7% |
| 5Y | +6.6% | -37.6% | +44.2% | -1.6% |
| All | +6.6% | -37.2% | +43.8% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling