+695.6%
CVNA vs CRL
+37.9%
+657.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.4% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | +5.5% | +5.0% | +0.5% | +3.2% |
| 3M | +7.6% | +50.6% | -43.0% | -11.0% |
| 6M | +17.6% | +60.9% | -43.3% | -6.3% |
| YTD | -11.5% | +40.7% | -52.2% | -25.3% |
| 1Y | +0.4% | +73.3% | -72.9% | -23.5% |
| 3Y | +695.6% | +40.6% | +655.0% | +469.0% |
| All | +695.6% | +37.9% | +657.7% | +469.0% |
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