+1,136.7%
CVNA vs CRL
+99.6%
+1,037.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -1.7% | +8.9% | -10.6% | -4.8% |
| 30D | +17.3% | +14.0% | +3.3% | +10.2% |
| 3M | -2.3% | +19.8% | -22.1% | -10.3% |
| 6M | -3.9% | +102.0% | -105.9% | -29.3% |
| YTD | -16.1% | +70.8% | -86.9% | -34.4% |
| 1Y | +7.9% | +98.7% | -90.8% | -20.7% |
| All | +1,136.7% | +99.6% | +1,037.2% | +545.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling