+3,065.8%
CVNA vs CRL
+205.2%
+2,860.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.3% | -2.8% |
| 7D | -4.3% | -6.9% | +2.6% | +1.0% |
| 30D | -2.4% | -3.2% | +0.8% | 0.0% |
| 3M | +4.5% | +46.5% | -42.0% | -23.3% |
| 6M | +10.2% | +63.1% | -52.9% | -27.3% |
| YTD | -16.7% | +36.9% | -53.6% | -37.7% |
| 1Y | -3.8% | +78.1% | -81.9% | -43.2% |
| 3Y | +648.3% | +36.7% | +611.6% | +369.7% |
| 5Y | +6.6% | -38.1% | +44.7% | +43.2% |
| All | +3,065.8% | +205.2% | +2,860.6% | +983.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling