+25.2%
CVNA vs CRL
+85.3%
-60.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -7.3% | +16.1% | +11.1% |
| 7D | +31.3% | -12.8% | +44.1% | +36.8% |
| 30D | +21.7% | +5.0% | +16.7% | +17.5% |
| 3M | +14.0% | +39.4% | -25.4% | -3.0% |
| 6M | +3.0% | +89.4% | -86.4% | -24.5% |
| YTD | -8.1% | +63.6% | -71.7% | -27.9% |
| 1Y | +25.2% | +83.5% | -58.3% | -4.7% |
| All | +25.2% | +85.3% | -60.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling