+3,265.8%
CVNA vs CLX
-9.1%
+3,274.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.6% |
| 7D | +3.5% | -3.5% | +7.1% | +4.5% |
| 30D | +5.5% | -11.9% | +17.3% | +9.1% |
| 3M | +7.6% | -2.6% | +10.2% | +8.4% |
| 6M | +17.6% | -18.2% | +35.8% | +23.5% |
| YTD | -11.5% | -5.9% | -5.6% | -10.5% |
| 1Y | +0.4% | -23.8% | +24.2% | +7.0% |
| 3Y | +695.6% | -33.6% | +729.2% | +764.1% |
| 5Y | +13.6% | -35.7% | +49.3% | +19.7% |
| All | +3,265.8% | -9.1% | +3,274.9% | +3,211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling